Composite Forecasting: An Integrated Approach and Optimality Reconsidered
- 1 July 1987
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 5 (3) , 389
- https://doi.org/10.2307/1391614
Abstract
This article shows when the theoretical Lagrange multiplier solution for combining forecasts has a regression representation. This solution is not optimal in ge...Keywords
This publication has 0 references indexed in Scilit: