Showing 1 - 10 of 17,589
Persistent link: https://www.econbiz.de/10001463542
Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons. Unfortunately, to our...
Persistent link: https://www.econbiz.de/10011411497
economic models are biased by the estimation error. When this bias is big, a random walk will forecast better, even if the …
Persistent link: https://www.econbiz.de/10014067127
Persistent link: https://www.econbiz.de/10012693338
Persistent link: https://www.econbiz.de/10011945978
Persistent link: https://www.econbiz.de/10012181429
Persistent link: https://www.econbiz.de/10014540599
Persistent link: https://www.econbiz.de/10001563524
Persistent link: https://www.econbiz.de/10014382314
Persistent link: https://www.econbiz.de/10009503073