On Winning Forecasting Competitions in Economics.

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...

書誌詳細
主要な著者:	Clements, M, Hendry, D
フォーマット:	Journal article
言語:	English
出版事項:	Springer-Verlag 1999

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