On Winning Forecasting Competitions in Economics.
To explain which methods might win forecasting competitions on economic time series, we consider forecasting in an evolving economy subject to structural breaks, using mis-specified, data-based models. "Causal" models need not win when facing determinist...
| Principais autores: | , |
|---|---|
| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
Springer-Verlag
1999
|