Robust approaches to forecasting
We investigate alternative robust approaches to forecasting, using a new class of robust devices, contrasted with equilibrium-correction models. Their forecasting properties are derived facing a range of likely empirical problems at the forecast origin, including measurement errors, impulses, omitte...
| Auteurs principaux: | , , |
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| Format: | Journal article |
| Publié: |
Elsevier
2015
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