Studies of combined forecasts have typically constrained the combining weights to sum to one and have not included a constant term in the combination. In a recent paper, Granger and Ramanathan (1984) have argued in favour of an unrestricted linear combination, including a constant term. This paper s
Statistical efficiency in the linear combination of forecasts
โ Scribed by Derek W. Bunn
- Book ID
- 119138243
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 845 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0169-2070
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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