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Screening probability forecasts: contrasts between choosing and combining

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  • Clemen, Robert T.
  • Murphy, Allan H.
  • Winkler, Robert L.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-3XWRP0G-11/2/caa72f837093ef898a46fe00264900ec
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    Bibliographic Info

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 11 (1995)
    Issue (Month): 1 (March)
    Pages: 133-145

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    Handle: RePEc:eee:intfor:v:11:y:1995:i:1:p:133-145

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

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
    2. Murphy, Allan H. & Winkler, Robert L., 1992. "Diagnostic verification of probability forecasts," International Journal of Forecasting, Elsevier, vol. 7(4), pages 435-455, March.
    3. Robert T. Clemen, 1987. "Combining Overlapping Information," Management Science, INFORMS, vol. 33(3), pages 373-380, March.
    4. Robert T. Clemen & Robert L. Winkler, 1990. "Unanimity and Compromise Among Probability Forecasters," Management Science, INFORMS, vol. 36(7), pages 767-779, July.
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    Cited by:
    1. Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
    2. John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper Series 22-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
    3. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," Center for Financial Institutions Working Papers 97-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
    4. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "Optimal design of early warning systems for sovereign debt crises," International Journal of Forecasting, Elsevier, vol. 23(1), pages 85-100.
    5. Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, Elsevier.
    6. Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.

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