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A hierarchical procedure for the combination of forecasts
16 references·3 citing·29 second hop
A hierarchical procedure for the combination of forecasts (2009)A hierarchical procedure for the combinat…A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP (2010)A look into the factor model …Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…A Companion to Economic Forecasting (2004)A Companion to Economic Forec…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Diffusion Indexes (1998)Diffusion IndexesTesting the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyParameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Parameter constancy, mean squ…Structural change and the combination of forecasts (1987)Structural change and the com…Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…Improved methods of combining forecasts (1984)Improved methods of combining…Are low-frequency data really uninformative? A forecasting combination perspective (2017)Are low-frequency data really…Forecasting GDP at the Regional Level with Many Predictors (2013)Forecasting GDP at the Region…The performance of short-term forecasts of the German economy before and during the 2008/2009 recession (2011)The performance of short-term…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Rank Correlation Methods. (1957)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)The Combination of Forecasts (1969)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)8 Forecast evaluation and combination (1996)Oil prices and the rise and fall of the US real exchange rate (1998)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting: theory and practice (2022)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 2004Pooling of forecasts484 cited
  • 1998Diffusion Indexes268 cited
  • 2010A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP258 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 2004A Companion to Economic Forecasting211 cited
  • 1992Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration

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150 cited

Cited by

  • 2013Forecasting GDP at the Regional Level with Many Predictors57 cited
  • 2011The performance of short-term forecasts of the German economy before and during the 2008/2009 recession55 cited
  • 2017Are low-frequency data really uninformative? A forecasting combination perspective36 cited