Generalized Forecast Averaging in Autoregressions with a Near Unit Root (Q5083250)
From MaRDI portal
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 |
Statements
Generalized Forecast Averaging in Autoregressions with a Near Unit Root (English)
0 references
22 June 2022
0 references
model averaging
0 references
local to unity
0 references
generalized least squares
0 references
forecast combination
0 references