Least-squares forecast averaging

Journal of Econometrics

Volumn 146, Issue 2, 2008, Pages 342-350

  Hansen, Bruce E ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

AIC; BIC; BMA; Forecast combination; Mallows; Model selection

Indexed keywords

ASYMPTOTIC ANALYSIS; CURVE FITTING; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MEAN SQUARE ERROR;

AIC; BIC; BMA; FORECAST COMBINATION; MALLOWS; MODEL SELECTION;

FORECASTING;

EID: 53649099464     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.022     Document Type: Article

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