Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study

International Journal of Forecasting

Volumn 15, Issue 3, 1999, Pages 325-339

  Taylor, James W ^a   Bunn, Derek W ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

Combining forecasts; Empirical methods; Prediction intervals; Quantile regression

Indexed keywords

EID: 0001707898     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(99)00002-3     Document Type: Article

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