| 000 | 00000nam##2200000za#4500 |
| 001 | 9.571567 |
| 003 | CaOODSP |
| 005 | 20211126112844 |
| 007 | cr ||||||||||| |
| 008 | 150406|2001||||xxc|||||o f|0| 0 eng|d |
| 022 | |a1701-9397 |
| 040 | |aCaOODSP|beng |
| 043 | |an-cn--- |
| 086 | 1 |aFB3-2/101-12E-PDF |
| 110 | 2 |aBank of Canada. |
| 245 | 10|aEvaluating linear and non-linear time-varying forecast-combination methods / |h[electronic resource]|cby Fuchun Li and Greg Tkacz. |
| 260 | |aOttawa - Ontario : |bBank of Canada |cJuly 2001. |
| 300 | |a24p.|breferences, tables |
| 490 | 1 |aBank of Canada working paper|x1701-9397|v2001-12 |
| 500 | |a"This paper evaluates linear and non-linear forecast-combination methods. Among the non-linear methods, we propose a nonparametric kernel-regression weighting approach that allows maximum flexibility of the weighting parameters. A Monte Carlo simulation study is performed to compare the performance of the different weighting schemes."--Abstract. |
| 500 | |aThe ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. |
| 520 | 3 |aThis paper evaluates linear and non-linear forecast-combination methods. Among the non-linear methods, we propose a nonparametric kernel-regression weighting approach that allows maximum flexibility of the weighting parameters. A Monte Carlo simulation study is performed to compare the performance of the different weighting schemes.--Abstract |
| 546 | |aRésumé en français. |
| 590 | |a11-19-Supp|b2011-09-23 |
| 690 | 07|aEconomic forecasting|2gcpds |
| 690 | 07|aEconomic analysis|2gcpds |
| 720 | 1 |aTkacz, Greg |
| 720 | 1 |aLi, Fuchun |
| 776 | 0#|tEvaluating linear and non-linear time-varying forecast-combination methods / |w(CaOODSP)9.615728 |
| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2001-12|w(CaOODSP)9.504604 |
| 856 | 40|ahttp://publications.gc.ca|qPDF|s111 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-101-12E.pdf|y2001-12 |