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