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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Time-varying model averaging?
期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
Authors:
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-Hwy
;
Wang, Shouyang
;
Zhang, Xinyu
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Submit date：2021/06/01
Asymptotic optimality
Forecast combination
Local stationarity
Model averaging
Structural change
Time-varying model averaging
