Quantile forecast combination using stochastic dominance
Year of publication: |
December 2018
|
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Authors: | Pinar, Mehmet ; Stengos, Thanasēs ; Yazgan, Mustafa Ege |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1717-1755
|
Subject: | Nonparametric stochastic dominance | Mixed integer programming | Forecast combinations | Theorie | Theory | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Ganzzahlige Optimierung | Integer programming |
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