Generalized Forecast Averaging in Autoregressions with a Near Unit Root (Q5083250)
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scientific article; zbMATH DE number 7546387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Forecast Averaging in Autoregressions with a Near Unit Root |
scientific article; zbMATH DE number 7546387 |
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Generalized Forecast Averaging in Autoregressions with a Near Unit Root (English)
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22 June 2022
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model averaging
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local to unity
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generalized least squares
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forecast combination
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