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Modelling Agent Forecast Distributions
2 references·2 citing·14 second hop
Modelling Agent Forecast Distributions (1992)Modelling Agent Forecast DistributionsImproved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts: A Bayesian Approach (1982)The Combination of Forecasts:…The M6 forecasting competition: Bridging the gap between forecasting and investment decisions (2024)The M6 forecasting competitio…The Evolution of Forecast Density Combinations in Economics (2019)The Evolution of Forecast Den…The Combination of Forecasts (1969)A Bayesian Approach to Short-term Forecasting (1971)Some Statistical Results in the Combination of Forecasts (1973)Linear combination of forecasts: A general Bayesian model (1989)Reinforcing QFD with group support systems (1995)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Investing for the Long Run when Returns Are Predictable (2000)Making and Evaluating Point Forecasts (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)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)
this work references cited by second hop

References

  • 1984Improved methods of combining forecasts1,152 cited
  • 1982The Combination of Forecasts: A Bayesian Approach58 cited

Cited by

  • 2019The Evolution of Forecast Density Combinations in Economics42 cited
  • 2024The M6 forecasting competition: Bridging the gap between forecasting and investment decisions31 cited

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