Estimating the variance of a combined forecast : bootstrap-based approach
Ulrich Hounyo,
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | Bootstrap | Local asymptotic theory | Model average estimators | Wild bootstrap | Variance of consensus forecast | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | 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.jeconom.2021.09.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340010