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...

Полное описание

Библиографические подробности
Главные авторы:	Clements, M, Hendry, D
Формат:	Journal article
Язык:	English
Опубликовано:	Springer-Verlag 1999

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