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combining forecasts
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encompassing tests
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model selection
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Reihe Ökonomie / Economics Series
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Forecast combination based on multiple
encompassing
tests
in a macroeconomic DSGE-VAR system
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2012
We study the benefits of forecast combinations based on forecast-
encompassing
tests
relative to uniformly weighted …
Persistent link: https://www.econbiz.de/10010290999
Saved in:
2
Forecast combination based on multiple
encompassing
tests
in a macroeconomic DSGE system
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2010
forecast-
encompassing
tests
relative to simple uniformly weighted forecast averages across rival models. Assumed rival models …
Persistent link: https://www.econbiz.de/10010294019
Saved in:
3
Combining forecasts based on multiple
encompassing
tests
in a macroeconomic core system
Costantini, Mauro
;
Kunst, Robert M.
-
2009
We investigate whether and to what extent multiple
encompassing
tests
may help determine weights for forecast averaging …
Persistent link: https://www.econbiz.de/10010294025
Saved in:
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