A maximum likelihood approach to combining forecasts

DOI10.3982/TE3876zbMath1477.62029OpenAlexW3124757333MaRDI QIDQ5164448

Gilat Levy, Ronny Razin

Publication date: 11 November 2021

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te3876

zbMATH Keywords

maximum likelihoodcombining forecastsmisspecified models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) General considerations in statistical decision theory (62C05)

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