A new approach to forecasting based on exponential smoothing with independent regressors
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More about this item
Keywords
State space model; Single source of error; Time varying parameter; Time series; Forecast accuracy;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-02-28 (Econometrics)
- NEP-FOR-2015-02-28 (Forecasting)
- NEP-ORE-2015-02-28 (Operations Research)
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