Optimal forecast combination under regime switching
by Graham Elliott and Allan Timmermann
| Year of publication: |
2005
|
|---|---|
| Authors: | Elliott, Graham ; Timmermann, Allan |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 46.2005, 4, p. 1081-1102
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| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003272690