Estimating the variance of a combined forecast: bootstrap-based approach
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Publication:2682957
DOI10.1016/j.jeconom.2021.09.011OpenAlexW3203862843MaRDI QIDQ2682957
Publication date: 1 February 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.09.011
bootstrapwild bootstraplocal asymptotic theorymodel average estimatorsvariance of consensus forecast
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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