Pooling of forecasts

Pooling of forecasts

他のバージョン（2件）を表示する

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...

書誌詳細
主要な著者:	Clements, M, Hendry, D
その他の著者:	Royal Economic Society
フォーマット:	Journal article
言語:	English
出版事項:	Blackwell Publishing 2004
主題:	Econometrics Economics

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