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Combining probability forecasts
16 references·4 citing·25 second hop
Combining probability forecasts (2010)Combining probability forecastsChapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Combining Probability Distributions From Experts in Risk Analysis (1999)Combining Probability Distrib…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyCombining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Combining Probability Distrib…Improved methods of combining forecasts (1984)Improved methods of combining…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsRational Decisions (1952)Rational DecisionsThe Evolution of Forecast Density Combinations in Economics (2019)The Evolution of Forecast Den…Forecast Combinations in a DSGE‐VAR Lab (2016)Forecast Combinations in a DS…Takeover prediction using forecast combinations (2013)Takeover prediction using for…Combination schemes for turning point predictions (2012)Combination schemes for turni…The M3-Competition: results, conclusions and implications (2000)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)Expert judgment: Some necessary conditions and an example. (1974)Comparing Predictive Accuracy (1995)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Handbook of Economic Forecasting (2013)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1986Combining Probability Distributions: A Critique and an Annotated Bibliography1,007 cited
  • 1952Rational Decisions975 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1999Combining Probability Distributions From Experts in Risk Analysis824 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1986Econometric Evaluation of Linear Macro-Economic Models

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601 cited

Cited by

  • 2016Forecast Combinations in a DSGE‐VAR Lab61 cited
  • 2012Combination schemes for turning point predictions44 cited
  • 2019The Evolution of Forecast Density Combinations in Economics42 cited
  • 2013Takeover prediction using forecast combinations41 cited