The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns
Year of publication: |
2007
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Authors: | Guidolin, Massimo ; Na, Carrie Fangzhou |
Institutions: | Federal Reserve Bank of St. Louis |
Subject: | Forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Forecasting in the Presence of Structural Breaks and Model Uncertainty, M. Wohar and D. Rapach, eds., May 2008, pp. 601-61 Number 2006-059 |
Source: |
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