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An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
16 references·4 citing·41 second hop
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts (1992)An empirical analysis of the accuracy of …Invited review combining forecasts—twenty years later (1989)Invited review combining fore…Combination of Forecasts: An Extension (1987)Combination of Forecasts: An …Linear constraints and the efficiency of combined forecasts (1986)Linear constraints and the ef…Combining Economic Forecasts (1986)Combining Economic ForecastsImproved methods of combining forecasts (1984)Improved methods of combining…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time-Series Models (1980)A Multivariate Analysis of An…Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model (1979)Univariate Time-Series Models…Accuracy of Forecasting: An Empirical Investigation (1979)Accuracy of Forecasting: An E…THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS (1978)THE SUPERIORITY OF ANALYST FO…The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence (1977)The Time-Series Behavior of Q…A Bayesian Approach to the Linear Combination of Forecasts (1975)A Bayesian Approach to the Li…A RE‐EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR (1973)A RE‐EXAMINATION OF MARKET AN…The Predictive Performance of Quarterly Econometric Models of the United States (1972)The Predictive Performance of…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Box-Jenkins Methods: An Alternative to Econometric Models (1972)Box-Jenkins Methods: An Alter…Performance evaluation of weights selection schemes for linear combination of multiple forecasts (2012)Performance evaluation of wei…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study (1999)Investigating improvements in…A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems (1998)A nonlinear forecasts combina…The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)On the psychology of prediction. (1973)ARMA Models and the Box-Jenkins Methodology (1997)Time series forecasts of international travel demand for Australia (2002)Forecasting and operational research: a review (2008)The Combination of Forecasts (1969)Time Series Analysis Forecasting and Control. (1971)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)To combine or not to combine? issues of combining forecasts (1992)Evaluation and Combination of Conditional Quantile Forecasts (2005)Least-squares forecast averaging (2008)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Aggregating Probability Distributions (2007)Characterizing Structural Uncertainty in Decision Analytic Models: A Review and Application of Methods (2009)A neural network based linear ensemble framework for time series forecasting (2015)Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings (1987)Time Series Analysis, Forecasting, and Control (1995)How naive is the stock market's use of earnings information? (1996)Do institutional investors exploit the post-earnings announcement drift? (2004)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)The Time Series Behavior of Earnings (1970)SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME (1972)The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings (1977)Repurchase tender offers and earnings information (1991)Rational Expectations and the Theory of Price Movements (1961)Forecasting and Planning: An Evaluation (1981)Earnings forecasting research: its implications for capital markets research (1993)The implied cost of capital: A new approach (2011)Business Cycles, Financial Crises, and Stock Volatility (1989)On the limitations of comparing mean square forecast errors (1993)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)
this work references cited by second hop

References

  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1979Accuracy of Forecasting: An Empirical Investigation514 cited
  • 1978THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS485 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1986Combining Economic Forecasts341 cited
  • 1989Invited review combining forecasts—twenty years later321 cited
  • 1979Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model261 cited
  • 1977The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence201 cited
  • 1975A Bayesian Approach to the Linear Combination of Forecasts185 cited
  • 1972Box-Jenkins Methods: An Alternative to Econometric Models174 cited
  • 1980A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time-Series Models150 cited
  • 1973A RE‐EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR143 cited
  • 1972The Predictive Performance of Quarterly Econometric Models of the United States128 cited
  • 1987

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Combination of Forecasts: An Extension
107 cited
  • 1986Linear constraints and the efficiency of combined forecasts98 cited
  • Cited by

    • 2012Performance evaluation of weights selection schemes for linear combination of multiple forecasts64 cited
    • 1998A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems64 cited
    • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
    • 1999Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study47 cited