Combining forecasts in the presence of ambiguity over correlation structures
Year of publication: |
2022
|
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Authors: | Levy, Gilat ; Razin, Ronny |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 199.2022, p. 1-31
|
Subject: | Ambiguity | Correlation neglect | Point-wise mutual information | Theorie | Theory | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Entscheidung unter Unsicherheit | Decision under uncertainty |
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