Improving forecast accuracy by combining recursive and rolling forecasts
by Todd E. Clark and Michael W. McCracken
| Year of publication: |
2009
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 50.2009, 2, p. 363-395
|
| Subject: | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003843049