On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Mauro Costantini, Robert M. Kunst
| Year of publication: |
2021
|
|---|---|
| Authors: | Costantini, Mauro ; Kunst, Robert M. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 445-460
|
| Subject: | Forecasting | Model selection | Monte Carlo simulation | Predictive accuracy | Time series | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792843