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Combining economic forecasts through information measures

✍ Scribed by Moreno, Blanca; López, Ana Jesús


Book ID
127301152
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
95 KB
Volume
14
Category
Article
ISSN
1350-4851

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## ABSTRACT This paper explores the use of a maximum entropy econometric approach to combine forecasts when the small amount of information available does not allow the use of regression procedures since a dimensionality problem arises. This approach has its roots in information theory and builds o