Generalized Forecast Averaging in Autoregressions with a Near Unit Root

DOI10.1093/ECTJ/UTAA006OpenAlexW3005473787MaRDI QIDQ5083250

Xuewen Yu, Mohitosh Kejriwal

Publication date: 22 June 2022

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

Full work available at URL: https://doi.org/10.1093/ectj/utaa006

zbMATH Keywords

generalized least squaresforecast combinationmodel averaginglocal to unity

Mathematics Subject Classification ID

Statistics (62-XX)

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