Forecasting With Model Uncertainty: Representations and Risk Reduction

Wright, Jonathan H., Hirano, Keisuke . Econometrica 2017. 85 (2) :617-643

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Bibtex

@article{CIS-473955,
  Author = {Wright, Jonathan H. and Hirano, Keisuke},
  Title = {Forecasting With Model Uncertainty: Representations and Risk Reduction},
  Journal = {Econometrica},
  Volume = {85},
  Number = {2},
  Year = {2017},
  Pages = {617--643},
  Keywords = {}
}

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