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OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*

International Economic Review, 46(4): 1081--1102, 2005.
Authors: Graham Elliott and Allan Timmermann
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-2354.2005.00361.x
Tags: imported
| URL | BibTeX  
@article{Elliott2005,
title = {OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*},
author = {Graham Elliott and Allan Timmermann},
day = {305},
journal = {International Economic Review},
month = {Nov},
note = {doi: 10.1111/j.1468-2354.2005.00361.x},
number = {4},
pages = {1081--1102},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-2354.2005.00361.x},
volume = {46},
year = {2005},
keywords = {imported }
}