✦ LIBER ✦

Combining Economic Forecasts

✍ Scribed by Robert T. Clemen and Robert L. Winkler

Book ID: 124697068
Publisher: American Statistical Association
Year: 1986
Tongue: English
Weight: 282 KB
Volume: 4
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1391385

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Combining economic forecasts through inf

Combining economic forecasts through information measures

✍ Moreno, Blanca; López, Ana Jesús 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 95 KB

Combining forecasts

✍ Derek W. Bunn 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 587 KB

Combining probability forecasts

✍ Michael P. Clements; David I. Harvey 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 281 KB

Combining density forecasts

✍ Stephen G. Hall; James Mitchell 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 270 KB

Combining probability forecasts

✍ Roopesh Ranjan; Tilmann Gneiting 📂 Article 📅 2010 🏛 Blackwell Publishing 🌐 English ⚖ 797 KB

Combining Economic Forecasts by Using a

Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

✍ Blanca Moreno; Ana Jesús López 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 178 KB

## ABSTRACT This paper explores the use of a maximum entropy econometric approach to combine forecasts when the small amount of information available does not allow the use of regression procedures since a dimensionality problem arises. This approach has its roots in information theory and builds o