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The effect of nonstationarity on combined forecasts
16 references·2 citing·31 second hop
The effect of nonstationarity on combined forecasts (1992)The effect of nonstationarity on combined…Sensitivity of Weights in Combining Forecasts (1992)Sensitivity of Weights in Com…Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules (1990)Combining Forecasts: Operatio…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Structural change and the combination of forecasts (1987)Structural change and the com…Sales forecasting practices (1987)Sales forecasting practicesUnstable Weights in the Combination of Forecasts (1986)Unstable Weights in the Combi…Combining Economic Forecasts (1986)Combining Economic ForecastsBayesian consensus forecasts of macroeconomic variables (1985)Bayesian consensus forecasts …The Combination of Forecasts (1983)The Combination of ForecastsOptimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency (1983)Optimal Aggregation of Money …Averages of Forecasts: Some Empirical Results (1983)Averages of Forecasts: Some E…The synthesis of forecasting models in decision analysis (1978)The synthesis of forecasting …A Bayesian Approach to the Linear Combination of Forecasts (1975)A Bayesian Approach to the Li…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsChapter 10 Forecasting with Many Predictors (2006)Chapter 10 Forecasting with M…25 years of time series forecasting (2006)25 years of time series forec…Accuracy of Forecasting: An Empirical Investigation (1979)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Index Construction with Formative Indicators: An Alternative to Scale Development (2001)Principles of Forecasting (2001)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting economic time series using targeted predictors (2008)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)FRED-MD: A Monthly Database for Macroeconomic Research (2015)The Precision of National Income Estimates (1942)New Methods of Quality Control (1963)Short-Term Sales Forecasting (1965)Time series forecasting using a hybrid ARIMA and neural network model (2003)Group versus individual performance: Are N + 1 heads better than one? (1982)Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Comparing Predictive Accuracy (1995)Improved methods of combining forecasts (1984)Chapter 4 Forecast Combinations (2006)Book Review: Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the use of cross-validation for time series predictor evaluation (2012)Forecasting at Scale (2017)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Exponential smoothing: The state of the art (1985)Forecasting methods and applications (1993)Forecasting Sales by Exponentially Weighted Moving Averages (1960)The M3-Competition: results, conclusions and implications (2000)Analysts' forecasts as earnings expectations (1988)Comparing Predictive Accuracy (1994)8 Forecast evaluation and combination (1996)
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References

  • 1969The Combination of Forecasts3,438 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1990Combining forecasts: A review and annotated bibliography1,508 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1983Averages of Forecasts: Some Empirical Results622 cited
  • 1983The Combination of Forecasts390 cited
  • 1986Combining Economic Forecasts341 cited
  • 1987Sales forecasting practices276 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 1975A Bayesian Approach to the Linear Combination of Forecasts185 cited
  • 1986Unstable Weights in the Combination of Forecasts107 cited
  • 1992Sensitivity of Weights in Combining Forecasts83 cited
  • 1983Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency76 cited
  • 1990Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules52 cited
  • 1985Bayesian consensus forecasts of macroeconomic variables44 cited
  • 1978The synthesis of forecasting models in decision analysis

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Cited by

  • 200625 years of time series forecasting1,598 cited
  • 2006Chapter 10 Forecasting with Many Predictors382 cited