Least-squares forecast averaging (Q299227)
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scientific article; zbMATH DE number 6596373
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Least-squares forecast averaging |
scientific article; zbMATH DE number 6596373 |
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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0.8464773297309875
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0.8389180898666382
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0.8078228831291199
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0.8053679466247559
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0.8023227453231812
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