Modelling Methodology and Forecast Failure.

Modelling Methodology and Forecast Failure.

We analyse by simulation the impact of model-selection strategies (sometimes called pre-testing) on forecast performance in both constant- and non-constant-parameter processes. Restricted, unrestricted and selected models are compared when either of the first two might generate the data. We find lit...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy:	Clements, M, Hendry, D
Format:	Journal article
Język:	English
Wydane:	2002

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