A maximum likelihood approach to combining forecasts

DOI10.3982/TE3876MaRDI QIDQ5164448zbMATH OpenOpenAlexFDO

Authors Gilat Levy, Ronny Razin

Publication date 11 November 2021

Published in Theoretical Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/te3876

zbMATH Keywords

combining forecastsmaximum likelihoodmisspecified models

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05) Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20)

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