Forecasting With Model Uncertainty: Representations and Risk Reduction
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Publication:4612508
DOI10.3982/ECTA13372zbMath1410.62167OpenAlexW2184571464MaRDI QIDQ4612508
Keisuke Hirano, Jonathan H. Wright
Publication date: 31 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta13372
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Statistical aspects of information-theoretic topics (62B10)
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