Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage

B-Tier

Journal: International Journal of Forecasting

Year: 2022

Volume: 38

Issue: 3

Pages: 1050-1050

Authors (3)

Roccazzella, Francesco (Université Catholique de Louva...) Gambetti, Paolo (not in RePEc) Vrins, Frédéric (Université Catholique de Louva...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We provide a correction to Proposition 1 in Optimal and robust combination of forecasts via constrained optimization and shrinkage, published in the International Journal of Forecasting 38(1):97-116 (2021). This correction has no impact on any other result (neither theoretical nor empirical) provided in the above paper.

Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage

Authors (3)

Abstract

Technical Details