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Model averaging in predictive regressions : Model averaging in predictive regressions
Author(s):
Chu-An Liu
,
Biing-Shen Kuo
Publication date
Created:
June 2016
Publication date
(Print):
June 28 2016
Journal:
The Econometrics Journal
Publisher:
Wiley-Blackwell
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New directions in predictive processing
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43
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The Adaptive Lasso and Its Oracle Properties
Hui Zou
(2006)
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Combining forecasts: A review and annotated bibliography
Robert T. Clemen
(1989)
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The Combination of Forecasts
J Bates
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C. W. J. Granger
(1969)
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Author and article information
Journal
Title:
The Econometrics Journal
Abbreviated Title:
The Econometrics Journal
Publisher:
Wiley-Blackwell
ISSN:
13684221
Publication date Created:
June 2016
Publication date (Print):
June 28 2016
Volume
: 19
Issue
: 2
Pages
: 203-231
Article
DOI:
10.1111/ectj.12063
SO-VID:
a16c934d-0ba7-4d79-8e38-2f2918712773
Copyright ©
© 2016
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http://doi.wiley.com/10.1002/tdm_license_1.1
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