✦ LIBER ✦

Forecast Combination: Replies

✍ Scribed by Simon French and D. W. Bunn

Book ID: 125577814
Publisher: Palgrave Publishers Ltd.
Year: 1981
Tongue: English
Weight: 115 KB
Volume: 32
Category: Article
ISSN: 0160-5682
DOI: 10.2307/2581474

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Linear-Combination of Forecasts: A Reply

✍ Derek W. Bunn 📂 Article 📅 1981 🏛 Palgrave Publishers Ltd. 🌐 English ⚖ 77 KB

Forecast Combination Across Estimation W

Forecast Combination Across Estimation Windows

✍ Pesaran, M. Hashem; Pick, Andreas 📂 Article 📅 2011 🏛 American Statistical Association 🌐 English ⚖ 230 KB

Combining forecasts

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

Forecast combination through dimension r

Forecast combination through dimension reduction techniques

✍ Pilar Poncela; Julio Rodríguez; Rocío Sánchez-Mangas; Eva Senra 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 264 KB

OPTIMAL FORECAST COMBINATION UNDER REGIM

OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING

✍ Graham Elliott; Allan Timmermann 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

Forecast combination in a dynamic settin

Forecast combination in a dynamic setting

✍ N. Edward Coulson; Russell P. Robins 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

We examine the implications of allowing lags into forecast combination regressions, thereby extending previous models. The practical conclusion is that lagged dependent variables, but not lagged forecasts, improve forecast combination procedures. Also, improvements are obtained when nonstationarity