The Use of Encompassing Tests for Forecast Combinations

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. macroecoomic data set. The results are encouraging as... READ MORE...

Publication date: November 2007
ISBN 9781451868272
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: November 2007

PDF

Publication date: November 2007

ePub

Publication date: November 2007

Mobi

Publication date: November 2007

English