Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Year of publication: |
2009
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Authors: | Costantini, Mauro ; Kunst, Robert M. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Prognoseverfahren | Statistischer Test | Modellierung | Zeitreihenanalyse | Monte-Carlo-Methode | Schätzung | Frankreich | USA | combining forecasts | encompassing tests | model selection | time series |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 743703367 [GVK] hdl:10419/72706 [Handle] RePEc:ihs:ihsesp:243 [RePEc] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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