an individual drawing of the dependent variable of an improved model. We illustrate using data to compare the forecasting … that significant improvements in forecasting accuracy can be obtained by improving the specifications of misspecified …

This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial … production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate … linear models perform about as well for almost every forecasting horizon …

The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …