Journal article | Zeitschriftenartikel
Model selection for forecast combination
In this paper it is advocated to select a model only if it significantly contributes to the accuracy of a combined forecast. Using hold-out-data forecasts of individual models and of the combined forecast, a useful test for equal forecast accuracy can be designed. An illustration for real-time forecasts for GDP in the Netherlands shows its ease of use.
- Umfang
-
Seite(n): 43
- Sprache
-
Englisch
- Anmerkungen
-
Status: Postprint; begutachtet (peer reviewed)
- Erschienen in
-
Applied Economics
- Thema
-
Wirtschaft
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Volkswirtschaftstheorie
Staatsverschuldung
Prognoseverfahren
Niederlande
Grundlagenforschung
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Franses, Philip Hans
- Ereignis
-
Veröffentlichung
- (wo)
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Vereinigtes Königreich
- (wann)
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2009
- DOI
- URN
-
urn:nbn:de:0168-ssoar-243094
- Rechteinformation
-
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln
- Letzte Aktualisierung
-
21.06.2024, 16:26 MESZ
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Objekttyp
- Zeitschriftenartikel
Beteiligte
- Franses, Philip Hans
Entstanden
- 2009
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