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We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
Persistent link: https://www.econbiz.de/10010420579
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We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
Persistent link: https://www.econbiz.de/10010344932
Persistent link: https://www.econbiz.de/10010490580
1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics … Mathematical Finance ISEG - University of Lisbon Portugal This textbook for advanced econometrics students introduces key concepts …
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results show that by providing information about the wines' ratings, prices, or reputation, tasters' expectations can be …
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This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New causal parameters are defined and identified to address specific policy problems...
Persistent link: https://www.econbiz.de/10005860258
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