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The combination of forecasts using changing weights

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Author Info
Deutsch, Melinda
Granger, Clive W. J.
Terasvirta, Timo

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File URL: http://www.sciencedirect.com/science/article/B6V92-45P4GNH-4M/2/cacbdac5a4712b1e94dcf592664f20c2
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 10 (1994)
Issue (Month): 1 (June)
Pages: 47-57
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Handle: RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57

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Web page: http://www.elsevier.com/locate/ijforecast

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  1. Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," BORRADORES DE ECONOMIA 002153, BANCO DE LA REPÚBLICA. [Downloadable!]
    Other versions:
  2. David, DE LA CROIX & Bo, MALMBERG, 2006. "Growth and Longevity from the Industrial Revolution to the Future of an Aging Society," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006037, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Other versions:
  3. Timmermann, Allan G, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Guidolin, Massimo & Timmermann, Allan G, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  5. Robin L. Lumsdaine & Eswar S. Prasad, 1997. "Identifying the Common Component in International Economic Fluctuations," NBER Working Papers 5984, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:
  8. Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005. [Downloadable!]
    Other versions:
  9. Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge. [Downloadable!]
  10. Chan Huh, 1998. "Forecasting industrial production using models with business cycle asymmetry," Economic Review, Federal Reserve Bank of San Francisco, pages 29-41. [Downloadable!]
  11. Robin L. Lumsdaine & Eswar S. Prasad, 2003. "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January. [Downloadable!] (restricted)
    Other versions:
  12. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society. [Downloadable!]
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