Camacho, Maximo; Perez-Quiros, Gabriel; Poncela, Pilar - In: Foundations and Trends(R) in Econometrics 6 (2013) 2, pp. 101-161
Practitioners do not always use research findings, sometimes because the research is not always conducted in a manner relevant to real-world practice. This survey seeks to close the gap between research and practice on short-term forecasting in real time. Towards this end, we review the most...