haku: @author Taylor West, C. / yhteensä: 1
viite: 1 / 1
« edellinen | seuraava »
Tekijä:Taylor West, C.
Theil, H.
Otsikko:An empirical analysis of Stein-effects in regional forecasts
Lehti:Empirical Economics
1991 : VOL. 16:3, p.363-373
Asiasana:FORECASTING
FORECASTING TECHNIQUES
Kieli:eng
Tiivistelmä:The paper proposes a Stain-like shrinking methodology for modifying sets of metropolitan area economic forecasts. The authors apply the technique to historic published quarterly forecasts of twenty regions in Florida. Stein-like shrinking yields modest improvement in accuracy by three alternative criteria, but the gains diminish with the length of the forecast horizon.
SCIMA tietueen numero: 93141
lisää koriin
« edellinen | seuraava »
SCIMA