Optimal forecast combination under regime switching
Year of publication: |
2005
|
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Authors: | Elliott, Graham ; Timmermann, Allan |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 46.2005, 4, p. 1081-1102
|
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory |
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