Estimating the variance of a combined forecast : bootstrap-based approach
Year of publication: |
2023
|
---|---|
Authors: | Hounyo, Ulrich ; Lahiri, Kajal |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 232.2023, 2, p. 445-468
|
Subject: | Bootstrap | Local asymptotic theory | Model average estimators | Wild bootstrap | Variance of consensus forecast | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
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