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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Xehetasun bibliografikoak
Egile Nagusiak:	Clements, M, Hendry, D
Beste egile batzuk:	Royal Economic Society
Formatua:	Journal article
Hizkuntza:	English
Argitaratua:	Blackwell Publishing 2004
Gaiak:	Econometrics Economics

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