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Combining qualitative forecasts using logit

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  • Kamstra, Mark
  • Kennedy, Peter

Abstract

This paper introduces a computationally-convenient means of combining qualitative forecasts, through use of logit regression, applicable in dichotomous, polychotomous and ordered poluchotomous contexts.

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File URL: http://www.sciencedirect.com/science/article/B6V92-3T82TC6-8/2/5fdad9ee8eae5c42e80a7ef2a4875036
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Bibliographic Info

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

Volume (Year): 14 (1998)
Issue (Month): 1 (March)
Pages: 83-93

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Handle: RePEc:eee:intfor:v:14:y:1998:i:1:p:83-93

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

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References

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  1. Fair, Ray C & Shiller, Robert J, 1990. "Comparing Information in Forecasts from Econometric Models," American Economic Review, American Economic Association, vol. 80(3), pages 375-89, June.
  2. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
  3. Dewispelare, Aaron R. & Herren, L. Tandy & Clemen, Robert T., 1995. "The use of probability elicitation in the high-level nuclear waste regulation program," International Journal of Forecasting, Elsevier, vol. 11(1), pages 5-24, March.
  4. Heejoon Kang, 1986. "Unstable Weights in the Combination of Forecasts," Management Science, INFORMS, vol. 32(6), pages 683-695, June.
  5. Robert C. Blattberg & Stephen J. Hoch, 1990. "Database Models and Managerial Intuition: 50% Model + 50% Manager," Management Science, INFORMS, vol. 36(8), pages 887-899, August.
  6. David C. Schmittlein & Jinho Kim & Donald G. Morrison, 1990. "Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules," Management Science, INFORMS, vol. 36(9), pages 1044-1056, September.
  7. Winkler, Robert L., 1989. "Combining forecasts: A philosophical basis and some current issues," International Journal of Forecasting, Elsevier, vol. 5(4), pages 605-609.
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Citations

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Cited by:
  1. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
  2. Laurent Pauwels & Andrey Vasnev, 2011. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Working Papers 11/2011, University of Sydney Business School, Discipline of Business Analytics, revised Jun 2011.
  3. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
  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. Clements, Michael P. & Harvey, David I., 2011. "Combining probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 208-223.

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