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Forecasting contemporaneous aggregates with stochastic aggregation weights

✍ Scribed by Brüggemann, Ralf; Lütkepohl, Helmut

Book ID
123446594
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
491 KB
Volume
29
Category
Article
ISSN
0169-2070

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✍ Terence C. Mills; Michael J. Stephenson 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 551 KB

A number of papers in recent years have investigated the problems of forecasting contemporaneously aggregated time series and of combining alternative forecasts of a time series. This paper considers the integration of both approaches within the example of assessing the forecasting performance of mo