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Robust forecast combinations
16 references·0 citing·34 second hop
Robust forecast combinations (2011)Robust forecast combinationsHandbook of Economic Forecasting (2013)Handbook of Economic Forecast…Least-squares forecast averaging (2008)Least-squares forecast averag…Selection of estimation window in the presence of breaks (2006)Selection of estimation windo…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Pooling of forecasts (2004)Pooling of forecastsCOMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS (2004)COMBINING FORECASTING PROCEDU…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Combining time series models for forecasting (2003)Combining time series models …A Game of Prediction with Expert Advice (1998)A Game of Prediction with Exp…Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (1993)Bayesian and non-Bayesian met…To combine or not to combine? issues of combining forecasts (1992)To combine or not to combine?…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Improved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts (1969)The Combination of ForecastsTime Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)The M3-Competition: results, conclusions and implications (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)Expert judgment: Some necessary conditions and an example. (1974)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Rolling window selection for out-of-sample forecasting with time-varying parameters (2016)Corn Cash Price Forecasting (2020)Evaluating Interval Forecasts (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Bridge models to forecast the euro area GDP (2003)Chapter 10 Forecasting with Many Predictors (2006)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Credit Spreads and Business Cycle Fluctuations (2012)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Combination forecasts of output growth in a seven‐country data set (2004)
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References

  • 1969The Combination of Forecasts3,194 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2004Pooling of forecasts484 cited
  • 2006Selection of estimation window in the presence of breaks473 cited
  • 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates307 cited
  • 1998A Game of Prediction with Expert Advice280 cited
  • 2008Least-squares forecast averaging270 cited
  • 2003Combining time series models for forecasting240 cited
  • 1992To combine or not to combine? issues of combining forecasts222 cited
  • 2004COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS

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