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

Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins

International Journal of Forecasting, 2022, vol. 38, issue 3, 1050-1050

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.

Keywords: Forecast combination; Model selection; Machine learning; Shrinkage; Robust methods (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:38:y:2022:i:3:p:1050-1050

DOI: 10.1016/j.ijforecast.2022.03.011

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