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

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