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Estimating the Variance of a Combined Forecast: Bootstrap-B..:
Hounyo, Ulrich
;
Lahiri, Kajal
Journal of EconometricsAvailable online 11 October 2021In Presshttps://doi.org/10.1016/j.jeconom.2021.09.011. , 2022
Link:
https://ssrn.com/abstract=4010106
RT Journal T1 <Title>Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach</Title> UL https://suche.suub.uni-bremen.de/peid=ssrn-4010106&Exemplar=1&LAN=DE A1 Hounyo, Ulrich A1 Lahiri, Kajal YR 2022 K1 Bootstrap K1 Local asymptotic theory K1 Model average estimators K1 Wild bootstrap K1 Variance of consensus forecast JF Journal of EconometricsAvailable online 11 October 2021In Presshttps://doi.org/10.1016/j.jeconom.2021.09.011 LK http://dx.doi.org/https://ssrn.com/abstract=4010106 DO https://ssrn.com/abstract=4010106 SF ELIB - SuUB Bremen
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