Pooling of forecasts
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...
| 主要な著者: | , |
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| フォーマット: | Journal article |
| 言語: | English |
| 出版事項: |
Blackwell Publishing
2004
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