Improving forecasting performance by window and model averaging
Year of publication: |
2011-03
|
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Authors: | Bhattacharya, Prasad S ; Thomakos, Dimitrios D |
Institutions: | College of Business and Economics, Australian National University |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 38 pages |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; F47 - Forecasting and Simulation ; E31 - Price Level; Inflation; Deflation |
Source: |
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