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The persistence of specification problems in the distribution of combined forecast errors

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  • de Menezes, Lilian M.
  • Bunn, Derek W.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-3V8TNV4-B/2/84012de59896e2bed8782713e2d63b48
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 14 (1998)
    Issue (Month): 3 (September)
    Pages: 415-426

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    Handle: RePEc:eee:intfor:v:14:y:1998:i:3:p:415-426

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

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    1. Bunn, Derek W., 1985. "Statistical efficiency in the linear combination of forecasts," International Journal of Forecasting, Elsevier, Elsevier, vol. 1(2), pages 151-163.
    2. Schnader, M. H. & Stekler, H. O., 1991. "Do consensus forecasts exist?," International Journal of Forecasting, Elsevier, Elsevier, vol. 7(2), pages 165-170, August.
    3. Diebold, Francis X, 1988. "Serial Correlation and the Combination of Forecasts," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 6(1), pages 105-11, January.
    4. C. Granger, 1976. "Tendency towards normality of linear combinations of random variables," Metrika, Springer, vol. 23(1), pages 237-248, December.
    5. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, Elsevier, vol. 5(4), pages 559-583.
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    Cited by:
    1. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(1), pages 87-94.
    2. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
    3. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(3), pages 443-473.

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