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...

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Үндсэн зохиолчид:	Clements, M, Hendry, D
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	Springer-Verlag 1999

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