The combination of forecasts using changing weights

B-Tier

Journal: International Journal of Forecasting

Year: 1994

Volume: 10

Issue: 1

Pages: 47-57

Authors (3)

Deutsch, Melinda (not in RePEc) Granger, Clive W. J. Terasvirta, Timo (Aarhus Universitet)

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