Conditional rotation between forecasting models

DOI10.1016/J.JECONOM.2021.10.006OpenAlexW3213414742MaRDI QIDQ2106365

Yinchu Zhu, Allan G. Timmermann

Publication date: 14 December 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.10.006

zbMATH Keywords

finite sample boundsforecasting performancereal time monitoring

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Better the devil you know: improved forecasts from imperfect models

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