IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-2354.2009.00533.x/fullpdf
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4. Tests of Forecast Accuracy and Encompassing for Nested Models;Clark;Journal of Econometrics,2001
5. Evaluating Direct Multi-Step Forecasts;Clark;Econometric Reviews,2005
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