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...

書目詳細資料
Main Authors:	Clements, M, Hendry, D
其他作者:	Royal Economic Society
格式:	Journal article
語言:	English
出版:	Blackwell Publishing 2004
主題:	Econometrics Economics

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