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...

書目詳細資料
Main Authors:	Clements, M, Hendry, D
格式:	Journal article
語言:	English
出版:	Springer-Verlag 1999

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