Forecast combination puzzle in the HAR model.

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Bibliographic Details
Title: Forecast combination puzzle in the HAR model.
Authors: Clements, Adam1 (AUTHOR) a.clements@qut.edu.au, Vasnev, Andrey L2 (AUTHOR)
Source: Journal of Forecasting. Jan2024, Vol. 43 Issue 1, p118-137. 20p.
Database: Mathematics Source
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ISSN:02776693
DOI:10.1002/for.3029