Persistence in forecasting performance and conditional combination strategies
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 135 (2006)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Elliott, Graham & Timmermann, Allan, 2002.
"Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions,"
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- Swanson, Norman R & White, Halbert, 1995. "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-75, July.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Diebold, Francis X. & Pauly, Peter, 1990.
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International Journal of Forecasting,
Elsevier, vol. 6(4), pages 503-508, December.
- Francis X. Diebold & Peter Pauly, 1987. "The use of prior information in forecast combination," Special Studies Papers 218, Board of Governors of the Federal Reserve System (U.S.).
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