| 000 | 00000nam##2200000za#4500 |
| 001 | 9.615728 |
| 003 | CaOODSP |
| 005 | 20211126112847 |
| 007 | ta |
| 008 | 150406|2001||||xxc||||| f|0| 0 eng|d |
| 022 | |a1192-5434 |
| 040 | |aCaOODSP|beng |
| 043 | |an-cn--- |
| 086 | 1 |aFB3-2/101-12E |
| 110 | 2 |aBank of Canada. |
| 245 | 10|aEvaluating linear and non-linear time-varying forecast-combination methods / |cby Fuchun Li and Greg Tkacz. |
| 260 | |aOttawa - Ontario : |bBank of Canada |c2001. |
| 300 | |av, 15p. : |bfigs., graphs, references ; |c28 cm. |
| 490 | 1 |aWorking paper|x1192-5434|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. |
| 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 | |aRésumés en français |
| 563 | |aSoftcover |
| 590 | |a01-33|b2001-08-17 |
| 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)9.571567 |
| 830 | #0|aWorking paper,|x1192-5434|v2001-12|w(CaOODSP)9.514622 |