Multivariate Rank-Based Forecast Combining Techniques

dc.contributor.author	Matthias Klapper	de
dc.date.accessioned	2004-12-06T18:39:38Z
dc.date.available	2004-12-06T18:39:38Z
dc.date.issued	1999	de
dc.description.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.	en
dc.format.extent	475786 bytes
dc.format.extent	70299 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4918
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6931
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	combination of forecasts	en
dc.subject	multivariate combination of forecasts	en
dc.subject	simulation	en
dc.subject	variance-covariance structure	en
dc.subject.ddc	310	de
dc.title	Multivariate Rank-Based Forecast Combining Techniques	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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