Forecasting with Many Models: Model Confidence Sets and Forecast Combination
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More about this item
KeywordsEconometric and statistical methods;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-05 (All new papers)
- NEP-CWA-2013-05-05 (Central & Western Asia)
- NEP-ECM-2013-05-05 (Econometrics)
- NEP-ETS-2013-05-05 (Econometric Time Series)
- NEP-FOR-2013-05-05 (Forecasting)
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