The Use of Encompassing Tests for Forecast Combinations /
The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a forecast from the combination if it is encompassed by another forecast. To assess the usefulness of this approach, an extensive empirical analysis is undertaken using a U.S. macroe...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2007.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2007/264 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Full text available on IMF |