Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Mauro Costantini; Robert M. Kunst
| Year of publication: |
2009
|
|---|---|
| Authors: | Costantini, Mauro ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Frankreich | France | USA | United States | Makroökonomie | 1960-2008 | 1978-2008 |
| Extent: | 24 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 243 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003931025