Evaluation of Forecast Combination Methods:A Case Study of House Price in Tehran, M.Sc. Thesis Sharif University of Technology ; Barakchian, Mahdi (Supervisor) ; Fatemi, Farshad (Supervisor)
Abstract
Forecasting has a crucial role for decision makers in economics and finance and is frequently used by firms, government institutions and professional economists. Academic studies in macroeconomics modeling and economic forecasting have been historically concentrated on models with few variables. But in practice, a decision maker has a large amount of information in the form of variables which has some predictive content for the target variable. One way to handle the large-scale information in forecasting is to use forecast combination methods. These methods generally combine the simple forecasts of some target variable while the forecasts are weighted according to their relative accuracy,...
Cataloging briefEvaluation of Forecast Combination Methods:A Case Study of House Price in Tehran, M.Sc. Thesis Sharif University of Technology ; Barakchian, Mahdi (Supervisor) ; Fatemi, Farshad (Supervisor)
Abstract
Forecasting has a crucial role for decision makers in economics and finance and is frequently used by firms, government institutions and professional economists. Academic studies in macroeconomics modeling and economic forecasting have been historically concentrated on models with few variables. But in practice, a decision maker has a large amount of information in the form of variables which has some predictive content for the target variable. One way to handle the large-scale information in forecasting is to use forecast combination methods. These methods generally combine the simple forecasts of some target variable while the forecasts are weighted according to their relative accuracy,...
Find in contentBookmark
|
|