Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection
Year of publication: |
2011
|
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Authors: | Herwartz, Helmut |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 41.2011, 2, p. 487-510
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Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Model selection | Forecasting | Specification testing | Lagrange multiplier tests | Forecast combination |
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