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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Clements, M, Hendry, D
التنسيق: Journal article
اللغة:English
منشور في: Springer-Verlag 1999