Combining forecasts based on multiple encompassing tests in a macroeconomic core system

DOI10.1002/for.1190zbMath1226.91045OpenAlexW2003600193MaRDI QIDQ3101656

Robert M. Kunst, Mauro Costantini

Publication date: 29 November 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/8270

zbMATH Keywords

model selectiontime seriescombining forecastsencompassing tests

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

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