Conditional rotation between forecasting models
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Publication:2106365
DOI10.1016/J.JECONOM.2021.10.006OpenAlexW3213414742MaRDI QIDQ2106365
Yinchu Zhu, Allan G. Timmermann
Publication date: 14 December 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.10.006
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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