Least-squares forecast averaging
From MaRDI portal
Publication:299227
DOI10.1016/j.jeconom.2008.08.022zbMath1429.62421MaRDI QIDQ299227
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.022
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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