Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator
Sign Up to like & getrecommendations! 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