Pooling of Forecasts.
We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differen...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Blackwell Publishing Ltd
2004
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