Is it optimal to combine forecast with a simple average?
© 2020 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015. All rights reserved. This paper proposes a unified framework to study the theoretical properties of forecast combination. By setting up the forecast combination problem as a panel data model, the paper obtains...
| Main Authors: | , |
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| Format: | Conference Paper |
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2015
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| Online Access: | http://hdl.handle.net/20.500.11937/79445 |