Franses, Philip Hans; McAleer, Michael; Legerstee, … - Faculteit der Economische Wetenschappen, Erasmus … - 2010
we analyse some recent developments from that perspective. The literature on forecast evaluation predominantly assumes … two forecasts in which: (i) the two forecasts are generated from two distinct econometric models; (ii) one forecast is … generated from an econometric model and the other is obtained as a combination of a model, the other forecast, and intuition …