Out-of-sample tests of forecasting accuracy: an analysis and review
Author/Authors :
Leonard J. Tashman، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
14
From page :
437
To page :
450
Keywords :
Rolling window , Slidingsimulation , Forecasting competitions , Test period , Fixed origin , Rolling origin , Out-of-sample , Recalibration , Updating , Fit period
