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  • Search: subject:"Robust optimal weights"
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Subject
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Exponential smoothing 2 Forecasting 2 Optimal weights 2 Robust optimal weights 2 Structural breaks 2 Forecasting model 1 Prognoseverfahren 1 Robust statistics 1 Robustes Verfahren 1 Structural break 1 Strukturbruch 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Pesaran, M. Hashem 2 Pick, Andreas 2 Pranovich, Mikhail 2
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Journal of Econometrics 1 Journal of econometrics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of Econometrics 177 (2013) 2, pp. 134-152
robust optimal weights is proposed. The relative performance of our proposed approach is investigated using Monte Carlo …
Persistent link: https://www.econbiz.de/10010709433
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Cover Image
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Saved in:
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