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The use of prior information in forecast combination
4 references·16 citing·40 second hop
The use of prior information in forecast combination (1990)The use of prior information in forecast …Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Combining Economic Forecasts (1986)Combining Economic ForecastsImproved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts (1969)The Combination of ForecastsUnderstanding forecast reconciliation (2021)Understanding forecast reconc…Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives (2018)Machine learning for regulari…Another look at forecast selection and combination: Evidence from forecast pooling (2018)Another look at forecast sele…Distributions of forecasting errors of forecast combinations: Implications for inventory management (2016)Distributions of forecasting …A comparison of AdaBoost algorithms for time series forecast combination (2016)A comparison of AdaBoost algo…Time-varying combinations of predictive densities using nonlinear filtering (2013)Time-varying combinations of …Is there an optimal forecast combination? (2013)Is there an optimal forecast …To Combine Forecasts or to Combine Information? (2010)To Combine Forecasts or to Co…Combination of long term and short term forecasts, with application to tourism demand forecasting (2010)Combination of long term and …Combination forecasts of International tourism demand (2010)Combination forecasts of Inte…Forecast Combination and Encompassing (2009)Forecast Combination and Enco…Forecast combination and the Bank of England's suite of statistical forecasting models (2008)Forecast combination and the …An Empirical Study of Forecast Combination in Tourism (2008)An Empirical Study of Forecas…Forecasting Time Series Subject to Multiple Structural Breaks (2004)Forecasting Time Series Subje…A dynamic factor model framework for forecast combination (1999)A dynamic factor model framew…Forecast combination and encompassing: Reconciling two divergent literatures (1989)Forecast combination and enco…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? (2016)Mining Big Data Using Parsimonious Factor, Machine Learning, Variable Selection and Shrinkage Methods (2016)Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)Statistical analysis of cointegration vectors (1988)Time series forecasting using a hybrid ARIMA and neural network model (2003)Remodeling international tourism demand: Old theory and new evidence (2016)New developments in tourism and hotel demand modeling and forecasting (2017)Tourism Demand and the COVID-19 Pandemic: An LSTM Approach (2020)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Some theoretical results on forecast combinations (2017)Short-Term Forecasting for Energy Consumption through Stacking Heterogeneous Ensemble Learning Model (2018)Artificial bee colony-based combination approach to forecasting agricultural commodity prices (2019)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Combining expert forecasts: Can anything beat the simple average? (2012)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)Time Series Analysis: Forecasting and Control (1977)Forecasting methods and applications (1993)Another look at measures of forecast accuracy (2006)Forecast combinations for intermittent demand (2014)Forecasting in social settings: The state of the art (2019)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Dynamic prediction pools: An investigation of financial frictions and forecasting performance (2016)Quantile Aggregation of Density Forecasts (2017)Dynamic Bayesian predictive synthesis in time series forecasting (2018)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)Are Disagreements Agreeable? Evidence from Information Aggregation (2017)Time‐series and Cross‐sectional Stock Return Forecasting: New Machine Learning Methods (2020)Forecasting crude oil market volatility using variable selection and common factor (2022)
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References

  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1986Combining Economic Forecasts341 cited

Cited by

  • 2010Combination of long term and short term forecasts, with application to tourism demand forecasting154 cited
  • 2018Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives152 cited
  • 2013Time-varying combinations of predictive densities using nonlinear filtering152 cited
  • 2013Is there an optimal forecast combination?149 cited
  • 2010Combination forecasts of International tourism demand143 cited
  • 2009Forecast Combination and Encompassing120 cited
  • 1989Forecast combination and encompassing: Reconciling two divergent literatures118 cited
  • 2004Forecasting Time Series Subject to Multiple Structural Breaks111 cited
  • 2018Another look at forecast selection and combination: Evidence from forecast pooling107 cited
  • 2010To Combine Forecasts or to Combine Information?107 cited
  • 2016Distributions of forecasting errors of forecast combinations: Implications for inventory management

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105 cited
  • 1999A dynamic factor model framework for forecast combination101 cited
  • 2008Forecast combination and the Bank of England's suite of statistical forecasting models80 cited
  • 2016A comparison of AdaBoost algorithms for time series forecast combination75 cited
  • 2021Understanding forecast reconciliation70 cited
  • 2008An Empirical Study of Forecast Combination in Tourism69 cited