scientific article; zbMATH DE number 5035832

MaRDI QIDQ5474891zbMATH OpenFDO

Authors Paul Newbold, David I. Harvey

Publication date 26 June 2006

zbMATH Keywords

autoregressive conditional heteroskedasticity (ARCH)forecast combinationforecast encompassingsquared errorsstandard normal distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(10)

• Pooling forecasts in linear rational expectations models
• Predicting the yield curve using forecast combinations
• Optimal forecast combinations under general loss functions and forecast error distributions
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence
• Selection of estimation window in the presence of breaks
• Sir Clive W. J. Granger's contributions to forecasting
• Pooling of forecasts
• A Bayesian approach to optimal monetary policy with parameter and model uncertainty
• Combining Forecasts via Simulations
• Robust forecast combinations

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