Optimal forecast combinations under general loss functions and forecast error distributions
| Year of publication: |
2004
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|---|---|
| Authors: | Elliott, Graham ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 122.2004, 1, p. 47-80
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