Combining Non-Replicable Forecasts
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More about this item
Keywordscombined forecasts; efficient estimation; expert’s intuition; generated regressors; non-replicable forecasts; replicable forecasts;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2010-09-03 (Central Banking)
- NEP-ETS-2010-09-03 (Econometric Time Series)
- NEP-FOR-2010-09-03 (Forecasting)
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