On the evolution of the forecast combinations and the pooling ideas
碩士 === 國立臺灣大學 === 經濟學研究所 === 103 === Though Granger is well recognized as a theoretical founding father of forecast combination, two evidences go against the general attribution of his contribution. First, the forecast combination formula and the derivation of its weights are exact the same as Marko...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/92010210573230890764 |