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...

Bibliografske podrobnosti
Main Authors:	Clements, M, Hendry, D
Drugi avtorji:	Royal Economic Society
Format:	Journal article
Jezik:	English
Izdano:	Blackwell Publishing 2004
Teme:	Econometrics Economics

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