Predictive gains from forecast combinations using time-varying model weights

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	39
Edition	Econometric Institute Report EI 2007-26
Publication status	Published - 2007

Series	Econometric Institute Report
Volume	EI 2007-26

Research programs

@book{b5e73164ea7a4cc6ba4c19246f3b61cb,

title = "Predictive gains from forecast combinations using time-varying model weights",

author = "F Ravazzolo and {van Dijk}, Herman and Marno Verbeek",

year = "2007",

language = "Undefined/Unknown",

series = "Econometric Institute Report",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Report EI 2007-26",

}