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...

Полное описание

Библиографические подробности
Главные авторы:	Clements, M, Hendry, D
Другие авторы:	Royal Economic Society
Формат:	Journal article
Язык:	English
Опубликовано:	Blackwell Publishing 2004
Предметы:	Econometrics Economics

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