Invited review combining forecasts—twent
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C. W. J. Granger
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Article
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1989
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John Wiley and Sons
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English
⚖ 446 KB
The combination of forecasts is a simple, pragmatic and sensible way to possibly produce better forecasts. Simple extensions of the original idea involve the use of various available 'forecasts' even if some are rather inefficient. Some unsolved questions relate to combining forecasts with horizons