Robust model rankings of forecasting performance

Author:

Bhattacharya Prasad Sankar1ORCID,Thomakos Dimitrios D.2ORCID

Affiliation:

1. Department of Economics; Deakin University; 70 Elgar Road, Burwood Victoria 3125 Australia

2. Department of Economics; University of Peloponnese; Tripolis 22 100 Greece

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference42 articles.

1. Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows;Assenmacher-Wesche;National Institute Economic Review,2008

2. The combination of forecasts;Bates;Operational Research Quarterly,1969

3. Evaluating automatic model selection;Castle;Journal of Time Series Econometrics,2011

4. Empirical exchange rate models of the nineties: Are any fit to survive?;Cheung;Journal of International Money and Finance,2005

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