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Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application

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  • Keunkwan Ryu

    (UCLA)

  • Kuo-yuan Liang

    (UCLA)

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    File URL: http://www.econ.ucla.edu/workingpapers/wp668.pdf
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    Bibliographic Info

    Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 668.

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    Date of creation: 01 Jul 1992
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    Handle: RePEc:cla:uclawp:668

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    Web page: http://www.econ.ucla.edu/

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    1. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.
    2. Hendry, David F, 1983. "Econometric Modelling: The "Consumption Function" in Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 30(3), pages 193-220, November.
    3. Armstrong, J. Scott, 1989. "Combining forecasts: The end of the beginning or the beginning of the end?," International Journal of Forecasting, Elsevier, vol. 5(4), pages 585-588.
    4. Winkler, Robert L., 1989. "Combining forecasts: A philosophical basis and some current issues," International Journal of Forecasting, Elsevier, vol. 5(4), pages 605-609.
    5. Chong, Yock Y & Hendry, David F, 1986. "Econometric Evaluation of Linear Macro-Economic Models," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 671-90, August.
    6. Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
    7. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
    8. Gordon Fisher & Michael McAleer, 1980. "The Interpretation of the Cox Test in Econometrics," Working Papers 371, Queen's University, Department of Economics.
    9. Charemza, Wojciech W., 1991. "Large econometric models of an East European economy : A critique of the methodology," Economic Modelling, Elsevier, vol. 8(1), pages 45-62, January.
    10. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
    11. Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
    12. Kennedy, Peter, 1989. "Non-nested Hypothesis Tests: A Diagrammatic Exposition," Australian Economic Papers, Wiley Blackwell, vol. 28(52), pages 160-65, June.
    13. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
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