Econometric and statistical methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:33:58+00:00Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
https://www.bankofcanada.ca/2001/07/working-paper-2001-12/
This paper evaluates linear and non-linear forecast-combination methods. Among the non-linear methods, we propose a nonparametric kernel-regression weighting approach that allows maximum flexibility of the weighting parameters.2001-07-01T15:10:54+00:00enEvaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods2001-07-01Econometric and statistical methodsWorking Paper 2001-12 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-12.pdfEvaluating Linear and Non-Linear Time-Varying Forecast-Combination MethodsFuchun LiGreg TkaczJuly 2001CC1C14C5C53EE2E27