Articles with "entropy econometrics" as a keyword



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Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator

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Published in 2017 at "Journal of Geographical Systems"

DOI: 10.1007/s10109-017-0259-9

Abstract: Forecast combination has been studied in econometrics for a long time, and the literature has shown the superior performance of forecast combination over individual predictions. However, there is still controversy on which is the best… read more here.

Keywords: forecast combination; prior estimator; entropy econometrics; weighted prior ... See more keywords