Showing 1 - 4 of 4
general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …
Persistent link: https://www.econbiz.de/10010301743
Pooling forecasts obtained from different procedures typically reduces the mean square forecast error and more generally improves the quality of the forecast. In this paper we evaluate whether pooling interpolated or backdated time series obtained from different procedures can also improve the...
Persistent link: https://www.econbiz.de/10005124455
general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …
Persistent link: https://www.econbiz.de/10008677307
general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …
Persistent link: https://www.econbiz.de/10010503744