The robustness of forecast combination in unstable environments : a Monte Carlo study of advanced algorithms
Year of publication: |
2021
|
---|---|
Authors: | Zhao, Yongchen |
Subject: | Exponential re-weighting | Shrinkage | Estimation error | Performance instability | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Simulation |
-
Correlation shrinkage : implications for risk forecasting
Menchero, Jose, (2020)
-
Juneja, Januj Amar, (2021)
-
Do methods of estimation matter in detecting outliers and forecasting macroeconomic variables?
Yaqoob, Tanzeela, (2024)
- More ...
-
The Nordhaus Test with Many Zeros
Lahiri, Kajal, (2020)
-
Inefficiency in Social Security Trust Funds Forecasts
Lahiri, Kajal, (2021)
-
The yield spread puzzle and the information content of SPF forecasts
Lahiri, Kajal, (2012)
- More ...