When a forecaster predicts the future value of a certain random variable it is very likely that he will not only forecast that certain variable but he will also forecast other variables from the same field. In the literature on the combination of several individual forecasts univariate...

If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and...

If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and...

If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and...