Optimal forecast combination under regime switching

DOI10.1111/J.1468-2354.2005.00361.XMaRDI QIDQ6863630zbMATH OpenFDO

Authors Graham Elliott, Allan Timmermann

Publication date 4 February 2026

Published in International Economic Review (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20)

This page was built for publication: Optimal forecast combination under regime switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6863630)