Recommendations
- To combine forecasts or to combine information?
- scientific article; zbMATH DE number 5866258
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
- Forecast Combination and Model Averaging Using Predictive Measures
- Optimal forecast combinations under general loss functions and forecast error distributions
- Forecasting by factors, by variables, by both or neither?
- A maximum likelihood approach to combining forecasts
Cites work
- A new look at the statistical model identification
- An Analysis of the Total Least Squares Problem
- Eigenvalues of large sample covariance matrices of spiked population models
- Estimating the dimension of a model
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Forecast combination across estimation windows
- Handbook of economic forecasting. Volume 1
- Least-squares forecast averaging
- Model Selection: An Integral Part of Inference
- Persistence in forecasting performance and conditional combination strategies
- Regression and time series model selection in small samples
- To combine forecasts or to combine information?
Cited in
(25)- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
- Model averaging for asymptotically optimal combined forecasts
- Combining forecasts using the least trimmed squares.
- USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
- Are forecast updates progressive?
- Addressing the life expectancy gap in pension policy
- To combine forecasts or to combine information?
- Challenges for panel financial analysis
- Multimodel inference based on smoothed information criteria
- Optimal forecast combinations under general loss functions and forecast error distributions
- Generative adversarial networks for financial trading strategies fine-tuning and combination
- Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
- ForecastComb
- On the market price of risk
- MSGARCHelm
- Optimal forecasting accuracy using Lp-norm combination
- Penalized time-varying model averaging
- Recursive forecast combination for dependent heterogeneous data
- CRPS Learning
- Combination forecasting for directional accuracy: An application to survey interest rate forecasts
- Inflation Rate Forecasting: Extreme Learning Machine as a Model Combination Method
- A maximum likelihood approach to combining forecasts
- Optimal prediction pools
- Chapter 2 Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth
This page was built for publication: Is there an optimal forecast combination?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q134084)
