An Alternative Proof of Minimum Trace Reconciliation /

An Alternative Proof of Minimum Trace Reconciliation /

Minimum trace reconciliation, developed by Wickramasuriya et. al. (2019), is an innovation in the literature of forecast reconciliation. The proof, however, is indirect and not easy to extend to more general situations. This paper provides an alternative proof based on the first-order condition in t...

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Bibliografiske detaljer
Hovedforfatter:	Ando, Sakai
Andre forfattere:	Narita, Futoshi
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2022.
Serier:	IMF Working Papers; Working Paper ; No. 2022/136
Fag:	Forecast Reconciliation Forecasting and Other Model Applications General Aggregative Models Minimum Trace Reconciliation
Online adgang:	Full text available on IMF

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