Pooling of forecasts
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Cites work
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
- Forecasting with difference-stationary and trend-stationary models
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
Cited in
(61)- Predicting the yield curve using forecast combinations
- Simultaneous prediction in the generalized linear model
- Calibrated forecasting and merging
- Forecast with forecasts: diversity matters
- Optimal forecasting accuracy using Lp-norm combination
- Generalised density forecast combinations
- Forecast combination, non-linear dynamics, and the macroeconomy
- Arbitrage of forecasting experts
- Optimal forecast combinations under general loss functions and forecast error distributions
- Testing for structural stability of factor augmented forecasting models
- Forecasting by factors, by variables, by both or neither?
- Ensemble forecasting
- A panel data approach to economic forecasting: the bias-corrected average forecast
- Decisionmetrics: a decision-based approach to econometric modelling
- Online forecast combinations of distributions: worst case bounds
- Sir Clive W. J. Granger's contributions to forecasting
- Sir Clive W. J. Granger model selection
- Least-squares forecast averaging
- Flow of conjunctural information and forecast of euro area economic activity
- To combine forecasts or to combine information?
- Nowcasting from disaggregates in the face of location shifts
- Combining inflation density forecasts
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
- An Overview of Applications of Proper Scoring Rules
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
- Combining Forecasts with Nonparametric Kernel Regressions
- Forecasting cointegrated nonstationary time series with time-varying variance
- Recursive forecast combination for dependent heterogeneous data
- Combination forecasting for directional accuracy: An application to survey interest rate forecasts
- USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
- Unstable Weights in the Combination of Forecasts
- scientific article; zbMATH DE number 1304936 (Why is no real title available?)
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty
- Hits-and-misses for the evaluation and combination of forecasts
- Model averaging, asymptotic risk, and regressor groups
- Forecast combinations in a DSGE-VAR lab
- Combining interval forecasts
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
- Forecaster Diversity and the Benefits of Combining Forecasts
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Combining interval time series forecasts. A first step in a long way (research agenda)
- Forecasting time series of economic processes by model averaging across data frames of various lengths
- Forecast Combination and Model Averaging Using Predictive Measures
- Chapter 2 Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth
- Forecast combination across estimation windows
- Pooling‐Based Data Interpolation and Backdating
- Optimal multistep VAR forecast averaging
- Weighted-average least squares prediction
- Online learning and forecast combination in unbalanced panels
- Penalized time-varying model averaging
- Forecasting economic growth by combining local linear and standard approaches
- Improving empirical models and forecasts with saturation-based machine learning
- Density-based machine learning model averaging for inflation forecasting
- Averaging estimators for autoregressions with a near unit root
- Optimal prediction pools
- Robust forecast combinations
- Admissibility of simultaneous prediction for actual and average values in finite population
- Beating the average forecast: regularization based on forecaster attributes
- Stock and bond return predictability: the discrimination power of model selection criteria
- Inflation persistence and robust monetary policy design
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