Pooling of forecasts
We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differen...
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| Format: | Journal article |
| Language: | English |
| Published: |
Blackwell Publishing
2004
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| Subjects: |