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- W2003490947 abstract "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. macroeconomic data set. The results are encouraging as the algorithm forecasts outperform benchmark model forecasts, in a mean square error (MSE) sense, in a majority of cases." @default.
- W2003490947 created "2016-06-24" @default.
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- W2003490947 date "2007-11-01" @default.
- W2003490947 modified "2023-10-18" @default.
- W2003490947 title "The Use of Encompassing Tests for Forecast Combinations" @default.
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- W2003490947 hasPublicationYear "2007" @default.
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