Recursive Forecast Combination for Dependent Heterogeneous Data. / Sancetta, Alessio.

In: Econometric Theory, Vol. 26, 2010, p. 598-631.

Research output: Contribution to journalArticlepeer-review

Published
Original languageEnglish
Pages (from-to)598-631
JournalEconometric Theory
Volume26
DOIs
Publication statusPublished - 2010
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 9420956