Forecasting Principles from Experience with Forecasting Competitions

Economic forecasting is difficult, largely because of the many sources of nonstationarity influencing observational time series. Forecasting competitions aim to improve the practice of economic forecasting by providing very large data sets on which the efficacy of forecasting methods can be evaluate...

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Bibliographic Details
Main Authors: Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry
Format: Article
Language:English
Published: MDPI AG 2021-02-01
Series:Forecasting
Subjects:
Online Access:https://www.mdpi.com/2571-9394/3/1/10