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...

Полное описание

Библиографические подробности
Главные авторы:	Martinez, AB, Castle, JL, Hendry, DF
Другие авторы:	Chudik, A
Формат:	Journal article
Язык:	English
Опубликовано:	Emerald 2022

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