Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77159
Authors: 
Klapper, Matthias
Year of Publication: 
1998
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,39
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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