Pooling of forecasts

Pooling of forecasts

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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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Bibliografiske detaljer
Main Authors:	Clements, M, Hendry, D
Andre forfattere:	Royal Economic Society
Format:	Journal article
Sprog:	English
Udgivet:	Blackwell Publishing 2004
Fag:	Econometrics Economics

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