Combining algorithms based on robust estimation techniques and co-integrating restrictions
نویسندگان
چکیده
منابع مشابه
Combining Algorithms Based on Robust Estimation Techniques and Co-integrating Restrictions
This paper will motivate alternative combining schemes, provide a statistic for comparing alternative combinations out-of-sample and provide an example demonstrating these techniques. The evidence suggests the proposed procedures are likely to do no worse than other approaches and promise to do better under circumstances commonly encountered with economic data: integrated series and contaminate...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 1989
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.3980080305