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...
| Hlavní autor: | |
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| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2007.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2007/264 |
| Témata: | |
| On-line přístup: | Full text available on IMF |