Model Confidence Sets and forecast combination
Year of publication: |
January-March 2017
|
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Authors: | Samuels, Jon D. ; Sekkel, Rodrigo |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 48-60
|
Subject: | Model combination | Performance-based weighting | Trimming | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
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