Determining the MSE-optimal cross section to forecast
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Publication:2440386
DOI10.1016/j.jeconom.2012.02.009zbMath1283.91155OpenAlexW2020495332MaRDI QIDQ2440386
Publication date: 18 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.02.009
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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