Model averaging in predictive regressions
Year of publication: |
2016
|
---|---|
Authors: | Liu, Chu-An ; Kuo, Biing-shen |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 19.2016, 2, p. 203-231
|
Subject: | Forecast combination | Local asymptotic theory | Plug-in estimators | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Modellierung | Scientific modelling |
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