Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77159 
Year of Publication: 
1998
Series/Report no.: 
Technical Report No. 1998,39
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
We simulate forecast errors with different variance-covariance structures based on macroeconomic data. The simulations are used to compare the performance of different forecast combining techniques.
Subjects: 
Variance-covariance structure
simulation
combination of forecasts
Document Type: 
Working Paper

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