Time Series Models for Forecasting: Testing or Combining?

DOI10.2202/1558-3708.1385zbMath1260.91189OpenAlexW2044409892MaRDI QIDQ5452765

Zhuo Chen, Yuhong Yang

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://lib.dr.iastate.edu/stat_las_preprints/118

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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