Collinearity 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
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