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...
প্রধান লেখক: | , |
---|---|
বিন্যাস: | Journal article |
ভাষা: | English |
প্রকাশিত: |
Springer-Verlag
1999
|