Some Theoretical Results on Forecast Combinations

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Some Theoretical Results on Forecast Combinations

This paper proposes a framework for the analysis of the theoretical properties of forecast combination, with the forecast performance being measured in terms of mean squared forecast errors (MSFE). Such a framework is useful for deriving all existing results with ease. In addition, it also provides...

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Bibliographic Details
Main Authors:	Chan, Felix, Pauwels, L.
Format:	Journal Article
Published:	Elsevier 2018
Online Access:	http://hdl.handle.net/20.500.11937/72424

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