Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635)
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scientific article; zbMATH DE number 7822323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying forecast combination for factor-augmented regressions with smooth structural changes |
scientific article; zbMATH DE number 7822323 |
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Time-varying forecast combination for factor-augmented regressions with smooth structural changes (English)
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21 March 2024
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factor-augmented regression
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forecast combination
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local leave-\(l\)-out cross-validation
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smooth structural changes
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