A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some ...
Year of publication: |
2009-07
|
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Authors: | Costantini, Mauro ; Pappalardo, Carmine |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Combining forecasts | Econometric models | Evaluating forecasts | Models selection | Time series |
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