Least-squares forecast averaging (Q299227)

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scientific article
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Least-squares forecast averaging
scientific article

    Statements

    title
    Least-squares forecast averaging (English)
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    author
    Bruce E. Hansen
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    publication date
    22 June 2016
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6596373
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