Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
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References listed on IDEAS
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More about this item
KeywordsFORECASTS; REGRESSION ANALYSIS;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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