期刊
ECONOMICS LETTERS
卷 91, 期 2, 页码 158-166出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2005.09.005
关键词
constant gain; recursive learning; expectations
类别
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. (c) 2005 Elsevier B.V. All rights reserved.
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