Multivariate rank-based forecast combining techniques

Matthias Klapper

We analyze macroeconomic data using univariate and multivariate forecast combining techniques. We simulate forecast errors with different variance-covariance structures. The simulations are used to compare the performance of univariate and multivariate combining techniques.

MoreLess

Year of publication:	1999
Authors:	Klapper, Matthias
Publisher:	Dortmund : SFB 475, Universität Dortmund
Subject:	Variance-covariance structure \| simulation \| combination of forecasts \| multivariate combination of forecasts. \| Prognoseverfahren (STW) \| Multivariate Analyse (STW) \| Theorie (STW) \| Prognoseverfahren \| Forecasting model \| Multivariate Analyse \| Multivariate analysis \| Theorie \| Theory

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

Erscheint auch als (Druck-Ausgabe):

Klapper, Matthias *1969-*. Multivariate rank-based forecast combining techniques. - Dortmund : Univ., SFB 475, 1999. - 8 S

Persistent link: https://www.econbiz.de/10009793258