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Some theoretical results on forecast combinations
16 references·5 citing·19 second hop
Some theoretical results on forecast combinations (2017)Some theoretical results on forecast comb…A Simple Explanation of the Forecast Combination Puzzle* (2009)A Simple Explanation of the F…Selection of estimation window in the presence of breaks (2006)Selection of estimation windo…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Persistence in forecasting performance and conditional combination strategies (2005)Persistence in forecasting pe…Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Testing 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 AccuracyCombining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Combining Economic Forecasts (1986)Combining Economic ForecastsImproved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts (1969)The Combination of ForecastsState-space TBATS model for container freight rate forecasting with improved accuracy (2022)State-space TBATS model for c…Investors’ perspective on forecasting crude oil return volatility: Where do we stand today? (2021)Investors’ perspective on for…A hybrid demand forecasting model for greater forecasting accuracy: the case of the pharmaceutical industry (2021)A hybrid demand forecasting m…Forecasting stock returns: A time-dependent weighted least squares approach (2020)Forecasting stock returns: A …Improving the forecasting performance of temporal hierarchies (2019)Improving the forecasting per…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)Asymptotic Inference about Predictive Ability (1996)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Macroeconomic Forecasting Using Diffusion Indexes (2002)Policy Uncertainty and Corporate Investment (2015)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Handbook of Economic Forecasting (2013)Time series forecasting using a hybrid ARIMA and neural network model (2003)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)Forecasting Output and Inflation: The Role of Asset Prices (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)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
  • 1969The Combination of Forecasts3,194 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2004Pooling of forecasts484 cited
  • 2006Selection of estimation window in the presence of breaks473 cited
  • 2005Persistence in forecasting performance and conditional combination strategies351 cited
  • 1986Combining Economic Forecasts341 cited
  • 2009A Simple Explanation of the Forecast Combination Puzzle*

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336 cited

Cited by

  • 2021A hybrid demand forecasting model for greater forecasting accuracy: the case of the pharmaceutical industry63 cited
  • 2020Forecasting stock returns: A time-dependent weighted least squares approach37 cited
  • 2022State-space TBATS model for container freight rate forecasting with improved accuracy37 cited
  • 2019Improving the forecasting performance of temporal hierarchies36 cited
  • 2021Investors’ perspective on forecasting crude oil return volatility: Where do we stand today?35 cited