To Combine Forecasts or to Combine Information? (Q3063857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | To Combine Forecasts or to Combine Information? |
scientific article |
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To Combine Forecasts or to Combine Information? (English)
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15 December 2010
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equally weighted combination of forecasts
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equity premium
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factor models
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forecast combination
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forecast combination puzzle
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information sets
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many predictors
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principal components
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shrinkage
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