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Linear constraints and the efficiency of combined forecasts

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References

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1983Averages of Forecasts: Some Empirical Results622 cited
1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
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1973Some Statistical Results in the Combination of Forecasts120 cited

Cited by

1992An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts68 cited
2011Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation65 cited
1994Combining exchange rate forecasts: What is the optimal consensus measure?56 cited
1999Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study47 cited
1986An empirical investigation of combinations of economic forecasts44 cited
1988Combining forecasts42 cited

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1989Linear combination of forecasts: A general Bayesian model40 cited

1989Unbiasedness, efficiency and the combination of economic forecasts38 cited