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Forecast combination and encompassing: Reconciling two divergent literatures

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Author Info
Diebold, Francis X.

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

Volume (Year): 5 (1989)
Issue (Month): 4 ()
Pages: 589-592
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Handle: RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592

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  1. Massimiliano Marcellino, . "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  2. Sýdýka Baþçý & Asad Zaman, 1998. "Variance Estimates and Model Selection," Departmental Working Papers 9814, Bilkent University, Department of Economics. [Downloadable!]
  3. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis. [Downloadable!]
  4. Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005. "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292. [Downloadable!]
  6. Kraay, Aart & Monokroussos, George, 1999. "Growth forecasts using time series and growth models," Policy Research Working Paper Series 2224, The World Bank. [Downloadable!]
  7. Raffaella Giacomini & Ivana Komunjer, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series 2002-11, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
  8. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  9. Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009. [Downloadable!]
  10. David Hendry & Michael P. Clements, 2001. "Pooling of Forecasts," Economics Papers 2002-W9, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:
  11. Xiaohong Chen & Yanqin Fan, 2004. "Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification," Working Papers 0419, Department of Economics, Vanderbilt University, revised Sep 2004. [Downloadable!]
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