Guegan, Dominique; Rakotomarolahy, Patrick - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010
An empirical forecast accuracy comparison of the non-parametric method, known as multivariate Nearest Neighbor method …, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using … for dependent time series, providing confidence intervals for point forecast in time series. …