The use of encompassing tests for forecast combinations /
The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a forecast from the combination if it is encompassed by another forecast. To assess the usefulness of this approach, an extensive empirical analysis is undertaken using a U.S. macroe...
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| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund, Monetary and Capital Markets Dept.,
2007
[Washington, D.C.] : International Monetary Fund, 2007 Washington, D.C. : 2007 |
| Series: | IMF Working Papers ;
Working Paper No. 07/264 IMF Working Papers; Working Paper ; No. 2007/264 IMF eLibrary IMF working paper ; WP/07/264 |
| Subjects: |
Internet
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Massachusetts Institute of Technology
| Call Number: |
HG3810.I45 no.WP/07/264 |
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