The robustness of forecast combination in unstable environments : a Monte Carlo study of advanced algorithms
Yongchen Zhao
| Year of publication: |
2021
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|---|---|
| Authors: | Zhao, Yongchen |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 1, p. 173-199
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| Subject: | Exponential re-weighting | Shrinkage | Estimation error | Performance instability | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01864-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585892