Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions
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- Elliott, Graham & Timmermann, Allan, 2004. "Optimal forecast combinations under general loss functions and forecast error distributions," Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
References listed on IDEAS
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More about this item
KeywordsForecast Error Distributions;
StatisticsAccess and download statistics
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