COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
From MaRDI portal
Publication:4814251
DOI10.1017/S0266466604201086zbMath1046.62101OpenAlexW1987896546MaRDI QIDQ4814251
Publication date: 7 September 2004
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466604201086
Related Items
Forecast combination, non-linear dynamics, and the macroeconomy, Online forecast combinations of distributions: worst case bounds, Bagging binary and quantile predictors for time series, Model combining in factorial data analysis, Robustify Financial Time Series Forecasting with Bagging, Generalized aggregation of misspecified models: with an application to asset pricing, Frequentist model averaging for threshold models, Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes, Short-run electricity load forecasting with combinations of stationary wavelet transforms, Combining models in longitudinal data analysis, Adaptively combined forecasting for discrete response time series, RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA, Using information quality for volatility model combinations, Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models, COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS, Mixing least-squares estimators when the variance is unknown, Robust forecast combinations, A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING, Weighted-Average Least Squares Prediction, Online learning and forecast combination in unbalanced panels
Cites Work