Is it optimal to combine forecast with a simple average?

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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...

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Bibliographic Details
Main Authors:	Chan, Felix, Pauwels, L.
Format:	Conference Paper
Published:	2015
Online Access:	http://hdl.handle.net/20.500.11937/79445

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