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...

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Xehetasun bibliografikoak
Egile Nagusiak: Clements, M, Hendry, D
Formatua: Journal article
Hizkuntza:English
Argitaratua: Springer-Verlag 1999

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