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.identifier.uri |
http://hdl.handle.net/1794/654 |
|
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 |
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dc.format.mimetype |
application/pdf |
|
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 |