Forecasting with many models : model confidence sets and forecast combination / by Jon D. Samuels and Rodrigo M. Sekkel. : FB3-2/113-11E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Forecasting with many models : model confidence sets and forecast combination / by Jon D. Samuels and Rodrigo M. Sekkel.
Series title Bank of Canada working paper1701-93972013-11
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) (Résumé en français)
Publishing information Ottawa - Ontario : Bank of Canada April 2013.
Description 50p.figs., references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/113-11E-PDF
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