Online learning and forecast combination in unbalanced panels

DOI10.1080/07474938.2015.1114550MaRDI QIDQ5864465zbMATH OpenOpenAlexFDO

Authors Kajal Lahiri, Huaming Peng, Yongchen Zhao

Publication date 7 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2015.1114550

zbMATH Keywords

machine learningmissing datarecursive algorithmsSPF forecasts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A Reality Check for Data Snooping
• A panel data approach to economic forecasting: the bias-corrected average forecast
• Asymptotics for linear processes
• COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Dependent central limit theorems and invariance principles
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Handbook of economic forecasting. Volume 1
• How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
• Information Theory and Mixing Least-Squares Regressions
• Persistence in forecasting performance and conditional combination strategies
• Recursive forecast combination for dependent heterogeneous data
• Robust forecast combinations
• Time Series Models for Forecasting: Testing or Combining?

Cited in

(1)

• Peter Schmidt: Econometrician and consummate professional

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