COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
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(58)- Mixing least-squares estimators when the variance is unknown
- A GMM procedure for combining volatility forecasts
- Combining ranked mean value forecasts
- Is there an optimal forecast combination?
- Combining multiple time series predictors: A useful inferential procedure
- The error bounds of combined forecasting
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- Short-run electricity load forecasting with combinations of stationary wavelet transforms
- Forecast combination, non-linear dynamics, and the macroeconomy
- Frequentist model averaging for threshold models
- Adaptively combined forecasting for discrete response time series
- Model combining in factorial data analysis
- Generalized aggregation of misspecified models: with an application to asset pricing
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- Bagging binary and quantile predictors for time series
- To combine forecasts or to combine information?
- A robust forecasting system, based on the combination of two simple moving averages
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- Combining Forecasts with Nonparametric Kernel Regressions
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- Combining models in longitudinal data analysis
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- Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints
- A Randomization Rule for Selecting Forecasts
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- Forecasting with the Theta Method
- Using information quality for volatility model combinations
- Combining economic forecasts by using a maximum entropy econometric approach
- Combining interval forecasts
- Forecaster Diversity and the Benefits of Combining Forecasts
- Combining Global Antithetic Forecasts
- Forecasting with universal approximators and a learning algorithm
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- Robustify financial time series forecasting with bagging
- Combining estimates of conditional treatment effects
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- The combination of forecasts: A ranking and subset selection approach
- Weighted-average least squares prediction
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- A note on minimizing absolute percentage error in combined forecasts
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- A novel approach for combined forecasting model systems based on the correlation coefficient ranking of the individual forecasting models
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- Kernel Averaging Estimators
- Forecasting carbon returns under structural breaks and model uncertainty: a time-weighted regularized combination approach
- Ensemble prediction via covariate-dependent stacking
- Forward-validation model averaging for discrete response MIDAS model
- Model averaging prediction for possibly nonstationary autoregressions
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- Optimal averaging estimation for density functions
- Robust forecast combinations
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
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