Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77115
Authors: 
Klapper, Matthias
Year of Publication: 
1999
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1999,02
Abstract: 
We analyze macroeconomic data using univariate and multivariate forecast combining techniques. We simulate forecast errors with different variance-covariance structures. The simulations are used to compare the performance of univariate and multivariate combining techniques.
Subjects: 
Variance-covariance structure
simulation
combination of forecasts
multivariate combination of forecasts.
Document Type: 
Working Paper

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