A dynamic factor model framework for forecast combinationYeung L. Chan, James H. Stock, Mark W. Watson1999-07-01articleSpanish Economic Review101 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactSpatial and Panel Data AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 101 citations exist upstream.References1986The theory and practice of econometrics1992Efficient Tests for an Autoregressive Unit Root1969The Combination of Forecasts1990Combining forecasts: A review and annotated bibliography1986Performance measurement with the arbitrage pricing theory1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory1978Latent Variables in Socio-Economic Models.19968 Forecast evaluation and combinationCited by2003Are More Data Always Better for Factor Analysis?2012Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*2015Optimal combination of survey forecasts2015Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH2013The Role of Asset Prices in Forecasting Inflation and Output in South Africa