Download This PaperCollinearity and the Use of Latent Root Regression for Combining GNP Forecasts
Journal of Forecasting, Volume 8, 1989, 231-238.
8 Pages Posted: 12 Mar 2016
Date Written: June 1, 1989
Abstract
In combining economic forecasts a problem often faced is that the individual forecasts display some degree of dependence.
Keywords: Combining Forecasts; Multicollinearity
JEL Classification: C53
Suggested Citation: Suggested Citation
Guerard, John and Clemen, Robert T., Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts (June 1, 1989). Journal of Forecasting, Volume 8, 1989, 231-238., Available at SSRN: https://ssrn.com/abstract=2746009 or http://dx.doi.org/10.2139/ssrn.2746009
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