A Simple Recursive Forecasting Model
| dc.contributor.author | Branch, William A. | |
| dc.contributor.author | Evans, George W., 1949- | |
| dc.date.accessioned | 2005-03-22T22:26:23Z | |
| dc.date.available | 2005-03-22T22:26:23Z | |
| dc.date.issued | 2005-02-01 | |
| dc.description | 10 p. | en |
| dc.description.abstract | We compare the performance of alternative recursive forecasting models. A simple constant gain algorithm, used widely in the learning literature, both forecasts well out of sample and also provides the best fit to the Survey of Professional Forecasters. | en |
| dc.format.extent | 252245 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/1794/654 | |
| dc.language.iso | en_US | |
| dc.publisher | University of Oregon, Dept of Economics | en |
| dc.relation.ispartofseries | University of Oregon Economics Department Working Papers ; 2005-3 | |
| dc.subject | Constant gain | en |
| dc.subject | Recursive learning | en |
| dc.subject | Expectations | en |
| dc.title | A Simple Recursive Forecasting Model | en |
| dc.type | Working Paper | en |