Search Results - subject:"Multivariate forecasting"

Using different Pitman-closeness techniques for the linear combination of multivariate forecasts

Wenzel, Thomas - Institut für Wirtschafts- und Sozialstatistik, … - 1999

We specify the Pitman-closeness criterion for the evaluation of multivariate forecasts in three categories. This is done closely to the definition of covariance adjustment techniques analysed in other articles. We also apply the Pitman-closeness techniques to an example dealing with German...

Persistent link: https://www.econbiz.de/10010955446

Pitman-closeness and the linear combination of multivariate forecasts

Wenzel, Thomas - 1998

We use the Pitman-closeness criterion to evaluate the performance of multivariate forecasting methods and we also …

Persistent link: https://www.econbiz.de/10010467726

Pitman-closeness and the linear combination of multivariate forecasts

Wenzel, Thomas - 1998

We use the Pitman-closeness criterion to evaluate the performance of multivariate forecasting methods and we also …

Persistent link: https://www.econbiz.de/10010316562

Pitman-closeness and the linear combination of multivariate forecasts

Wenzel, Thomas - Institut für Wirtschafts- und Sozialstatistik, … - 1998

We use the Pitman-closeness criterion to evaluate the performance of multivariate forecasting methods and we also …

Persistent link: https://www.econbiz.de/10010955520

Econometric forecasting model for rents in the British retail property market

Silver, M; Goode, M - In: Omega 18 (1990) 5, pp. 529-539

model, an issue often not considered in multivariate forecasting since the predicted values of models suffering from …

Persistent link: https://www.econbiz.de/10005445469