Arbeitspapier
The influence of the variance-covariance structure on the performance of forecast combining techniques
We simulate forecast errors with different variance-covariance structures based on macroeconomic data. The simulations are used to compare the performance of different forecast combining techniques.
- Language
-
Englisch
- Bibliographic citation
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Series: Technical Report ; No. 1998,39
- Subject
-
Variance-covariance structure
simulation
combination of forecasts
Prognoseverfahren
Theorie
Varianzanalyse
- Event
-
Geistige Schöpfung
- (who)
-
Klapper, Matthias
- Event
-
Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
-
Dortmund
- (when)
-
1998
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Klapper, Matthias
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 1998
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