Pooling of forecasts

Pooling of forecasts

Бусад хувилбаруудыг харуулах (2)

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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Clements, M, Hendry, D
Бусад зохиолчид:	Royal Economic Society
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	Blackwell Publishing 2004
Нөхцлүүд:	Econometrics Economics

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