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forecasting
encompassing tests
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Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
2
The Use of
Encompassing
Tests
for Forecast Combinations
Kisinbay, Turgut
-
International Monetary Fund (IMF)
-
2007
The paper proposes an algorithm that uses forecast
encompassing
tests
for combining forecasts. The algorithm excludes a …
Persistent link: https://www.econbiz.de/10005769228
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