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Serial Correlation and the Combination of Forecasts
9 references·5 citing·33 second hop
Serial Correlation and the Combination of Forecasts (1988)Serial Correlation and the Combination of…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Structural change and the combination of forecasts (1987)Structural change and the com…Unstable Weights in the Combination of Forecasts (1986)Unstable Weights in the Combi…Combining Economic Forecasts (1986)Combining Economic ForecastsImproved methods of combining forecasts (1984)Improved methods of combining…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsThe Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…A quarterly Phillips curve for Switzerland using interpolated data, 1963–2016 (2017)A quarterly Phillips curve fo…Forecast Combination and Encompassing (2004)Forecast Combination and Enco…Forecast combination in a dynamic setting (1993)Forecast combination in a dyn…Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules (1990)Combining Forecasts: Operatio…Combining algorithms based on robust estimation techniques and co‐integrating restrictions (1989)Combining algorithms based on…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)To combine or not to combine? issues of combining forecasts (1992)Tourism forecasting: To combine or not to combine? (2007)Forecast Combinations (2010)Pre-Test-Market Evaluation of New Packaged Goods: A Model and Measurement Methodology (1978)Averages of Forecasts: Some Empirical Results (1983)When to choose the simple average in forecast combination (2016)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Time Series Analysis: Forecasting and Control (1977)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Forecasting with more than one model (1989)Sensitivity of Weights in Combining Forecasts (1992)OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING* (2005)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Combining expert forecasts: Can anything beat the simple average? (2012)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)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)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long memory processes and fractional integration in econometrics (1996)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)
this work references cited by second hop

References

  • 1969The Combination of Forecasts3,194 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1986Combining Economic Forecasts341 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 1986Unstable Weights in the Combination of Forecasts107 cited

Cited by

  • 1990Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules52 cited
  • 2004Forecast Combination and Encompassing51 cited
  • 1993Forecast combination in a dynamic setting45 cited
  • 1989Combining algorithms based on robust estimation techniques and co‐integrating restrictions36 cited
  • 2017A quarterly Phillips curve for Switzerland using interpolated data, 1963–201612 cited

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