Smooth robust multi-horizon forecasts

Smooth robust multi-horizon forecasts

We investigate whether smooth robust methods for forecasting can help mitigate pronounced and persistent failure across multiple forecast horizons. We demonstrate that naive predictors are interpretable as local estimators of the long-run relationship with the advantage of adapting quickly after a b...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy:	Martinez, AB, Castle, JL, Hendry, DF
Kolejni autorzy:	Chudik, A
Format:	Journal article
Język:	English
Wydane:	Emerald 2022

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