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Forecast Combination Across Estimation Windows - MaRDI portal

Forecast Combination Across Estimation Windows (Q5392709)

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scientific article; zbMATH DE number 5877719
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English
Forecast Combination Across Estimation Windows
scientific article; zbMATH DE number 5877719

    Statements

    Forecast Combination Across Estimation Windows (English)
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    13 April 2011
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    exponential down-weighting
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    forecast averaging
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    structural breaks
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