经济预测的组合:一种赔率矩阵方法

Combination of Economic Forecasts: An Odds-Matrix Approach

Journal of Business & Economic Statistics · 1988
被引 21
人大 AABS 4

中文导读

用国民生产总值预测数据测试了一种新的经济预测组合方法:赔率矩阵法,结果显示该方法比其他方法更准确,尤其适用于数据非平稳或稀疏的情况。

Abstract

In this article, we test a new method of combining economic forecasts, the odds-matrix approach, using Clemen and Winkler's (1986) data on gross-national-product forecasts. For these data, the results show that the odds-matrix method is more accurate than each of the other methods tested and can be expected to be especially useful when data are nonstationary or sparse.

经济预测组合赔率矩阵法非平稳数据