Adaptively combined forecasting for discrete response time series

DOI10.1016/j.jeconom.2013.04.019zbMath1284.62587OpenAlexW2091771614MaRDI QIDQ2442579

Xinyu Zhang, Zu-di Lu, Guo Hua Zou

Publication date: 4 April 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.04.019

zbMATH Keywords

time seriesadaptationforecast combinationdiscrete responsemodel screening

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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