Forecast combinations in a DSGE-VAR lab
Year of publication: |
April 2017
|
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Authors: | Costantini, Mauro ; Gunter, Ulrich ; Kunst, Robert M. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 3, p. 305-324
|
Subject: | forecasting | combining forecasts | encompassing tests | model selection | time series | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory |
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