Authors: | Klapper, Matthias |
Title: | The Influence of the Variance-Covariance Structure on the Performance of Forecast Combining Techniques |
Language (ISO): | en |
Abstract: | We simulate forecast errors with different variance-covariance structures based on macroeconomic data. The simulations are used to compare the performance of different forecast combining techniques. |
Subject Headings: | combination of forecasts simulation variance-covariance structure |
URI: | http://hdl.handle.net/2003/4825 http://dx.doi.org/10.17877/DE290R-5274 |
Issue Date: | 1998 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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98_39.pdf | DNB | 67.06 kB | Adobe PDF | View/Open |
tr39-98.ps | 542.31 kB | Postscript | View/Open |
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