Least-squares forecast averaging (Q299227): Difference between revisions
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Set OpenAlex properties. |
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.022 / rank | |||
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| Property / OpenAlex ID: W2028147019 / rank | |||
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Revision as of 00:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares forecast averaging |
scientific article |
Statements
Least-squares forecast averaging (English)
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22 June 2016
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Mallows
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AIC
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BIC
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BMA
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forecast combination
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model selection
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