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...

Bibliografski detalji
Glavni autori:	Martinez, AB, Castle, JL, Hendry, DF
Daljnji autori:	Chudik, A
Format:	Journal article
Jezik:	English
Izdano:	Emerald 2022

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