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...
Prif Awduron: | Clements, M, Hendry, D |
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Fformat: | Journal article |
Iaith: | English |
Cyhoeddwyd: |
Springer-Verlag
1999
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Eitemau Tebyg
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