Optimal forecast combinations under general loss functions and forecast error distributions

Graham Elliott () and Allan Timmermann

Journal of Econometrics, 2004, vol. 122, issue 1, 47-79

Date: 2004
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Working Paper: Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:122:y:2004:i:1:p:47-79

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