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| Authors: | Matthias Klapper |
| Title: | Multivariate Rank-Based Forecast Combining Techniques |
| Language (ISO): | en |
| Abstract: | We analyze macroeconomic data using univariate and multivariate forecast combining techniques. We simulate forecast errors with different variance-covariance structures. The simulations are used to compare the performance of univariate and multivariate combining techniques. |
| Subject Headings: | combination of forecasts multivariate combination of forecasts simulation variance-covariance structure |
| URI: | http://hdl.handle.net/2003/4918 http://dx.doi.org/10.17877/DE290R-6931 |
| Issue Date: | 1999 |
| Provenance: | Universitätsbibliothek Dortmund |
| Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 99_02.pdf | DNB | 68.65 kB | Adobe PDF | View/Open |
| tr02-99.ps | 464.63 kB | Postscript | View/Open |
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