Forecast combination across estimation windows

Journal of Business and Economic Statistics

Volumn 29, Issue 2, 2011, Pages 307-318

  Hashem Pesaran, M ^a,b   Pick, Andreas ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Estimation windows; Exponential down weighting; Forecast averaging; Structural

Indexed keywords

EID: 79958713394     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2010.09018     Document Type: Article

References (20)

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