Least-squares forecast averaging (Q299227): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2008.08.022
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+W2028147019
@@ Property / OpenAlex ID: W2028147019 / rank @@
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@@ Property / cites work @@
+Q4769776
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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Model Selection and Multimodel Inference
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+Benchmark priors for Bayesian model averaging.
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+Least Squares Model Averaging
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+Pooling of forecasts
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+Frequentist Model Average Estimators
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Some Comments on C P
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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