Frequentist Averaging

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Frequentist Averaging

This chapter summarises the recent approaches to optimal forecast combination from a frequentist perspective. The availability of big data leads to the development of many different models of the same macroeconomic variables. The challenge is to seek the best way to combine all relevant information...

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Bibliographic Details
Main Authors:	Chan, Felix, Pauwels, L., Soltyk, S.
Format:	Book Chapter
Published:	2020
Online Access:	http://hdl.handle.net/20.500.11937/77777

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