Survey-Based Forecasting: To Average or Not to Average

DOI10.1007/978-3-030-49728-6_5MaRDI QIDQ5015918zbMATH OpenOpenAlexFDO

Authors Kayan Cheng, Naijing Huang, Zhentao Shi

Publication date 10 December 2021

Published in Studies in Computational Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-49728-6_5

zbMATH Keywords

forecast combinationinflationinformation aggregationlassoprofessional forecasters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

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Cites work

• Econometric estimation with high-dimensional moment equalities
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Estimation of Sparse Structural Parameters with Many Endogenous Variables
• Greedy function approximation: A gradient boosting machine.
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Identifying latent structures in panel data
• Inflationary expectations and rationality revisited
• LASSO-TYPE GMM ESTIMATOR
• Random forests
• Sparse models and methods for optimal instruments with an application to eminent domain

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