Clark, Todd E. (contributor); … - 2008
–time data.
JEL Nos.: C53, E37, C32
Keywords: Forecast combination, real-time data, structural change
∗Clark (corresponding … structural change, including: sequentially updat-
ing lag orders, using various observation windows for estimation, working in … differ in their sensitivity to structural change. In such an environment, averages
across models are likely to be superior to …