Is there an optimal forecast combination?
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference28 articles.
1. Persistence in forecasting performance and conditional combination strategies;Aiolfi;J. Econometrics,2006
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3. Eigenvalues of large sample covariance matrices of spiked population models;Baik;J. Multivariate Anal.,2006
4. The combination of forecasts;Bates;Oper. Res. Q.,1969
5. Mirror, mirror, who’s the best forecaster of them all?;Bryan,2007
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