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DSGE model
encompassing tests
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model selection
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Encompassing tests
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combining forecasts
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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:
2
Forecast Combination Based on Multiple
Encompassing
Tests
in a Macroeconomic DSGE System
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
Department of Economics and Finance Research and …
-
2010
forecast-
encompassing
tests
relative to simple uniformly weighted forecast averages across rival models. Assumed rival models …
Persistent link: https://www.econbiz.de/10008506091
Saved in:
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