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...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy:	Clements, M, Hendry, D
Format:	Journal article
Język:	English
Wydane:	Springer-Verlag 1999

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