Open AccessCombining Forecasts From Nested Models
Author(s) -
Todd E. Clark,
Michael W. McCracken
Publication year - 2007
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.43
Subject(s) - monte carlo method , autoregressive model , computer science , econometrics , nested set model , statistics , mathematics , data mining , relational database