Combining forecasts for universally optimal performance
Wei Qian, Craig A. Rolling, Gang Cheng, Yuhong Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Qian, Wei ; Rolling, Craig A. ; Cheng, Gang ; Yang, Yuhong |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 193-208
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| Subject: | AFTER | Combining forecasts | Model averaging | Regression | Statistical tests | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347783