scientific article; zbMATH DE number 5258494

MaRDI QIDQ5455553zbMATH OpenFDO

Authors Sven-Oliver Troschke, Götz Trenkler

Publication date 3 April 2008

zbMATH Keywords

German macro economylinear plus quadratic combination

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• scientific article; zbMATH DE number 2199139 (Why is no real title available?)
• Optimal forecast combinations under general loss functions and forecast error distributions
• Combining forecasts using the least trimmed squares.
• Hits-and-misses for the evaluation and combination of forecasts
• scientific article; zbMATH DE number 3940578 (Why is no real title available?)
• On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
• Efficiency of the independence assumption in the combination of forecasts
• Determining the MSE-optimal cross section to forecast
• Optimal forecasting accuracy using Lp-norm combination

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