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On the Efficacy of Constraints on the Linear Combination Forecast Model

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  • TERREGROSSA Salvatore

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  • TERREGROSSA Salvatore, 2010. "On the Efficacy of Constraints on the Linear Combination Forecast Model," EcoMod2003 330700144, EcoMod.
    • Handle: RePEc:ekd:003307:330700144
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    1. Cooper, J Phillip & Nelson, Charles R, 1975. "The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 7(1), pages 1-32, February.
    2. Newbold, Paul & Zumwalt, J. Kenton & Kannan, Srinivasan, 1987. "Combining forecasts to improve earnings per share prediction : An examination of electric utilities," International Journal of Forecasting, Elsevier, vol. 3(2), pages 229-238.
    3. Lobo, Gerald J., 1991. "Alternative methods of combining security analysts' and statistical forecasts of annual corporate earnings," International Journal of Forecasting, Elsevier, vol. 7(1), pages 57-63, May.
    4. Lobo, Gerald J., 1992. "Analysis and comparison of financial analysts', time series, and combined forecasts of annual earnings," Journal of Business Research, Elsevier, vol. 24(3), pages 269-280, May.
    5. Salvatore Terregrossa, 2001. "Robust informational tests on the CAPM," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 121-124.
    6. Robert Conroy & Robert Harris, 1987. "Consensus Forecasts of Corporate Earnings: Analysts' Forecasts and Time Series Methods," Management Science, INFORMS, vol. 33(6), pages 725-738, June.
    7. Lobo, Gerald J., 1992. "Journal of business research : "Analysis and comparison of financial analysts', time series, and combined forecast of annual earnings", 24 (1992) 269-280," International Journal of Forecasting, Elsevier, vol. 8(4), pages 649-649, December.
    8. Fair, Ray C & Shiller, Robert J, 1990. "Comparing Information in Forecasts from Econometric Models," American Economic Review, American Economic Association, vol. 80(3), pages 375-389, June.
    9. Spyros Makridakis & Robert L. Winkler, 1983. "Averages of Forecasts: Some Empirical Results," Management Science, INFORMS, vol. 29(9), pages 987-996, September.
    10. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    11. Fried, Dov & Givoly, Dan, 1982. "Financial analysts' forecasts of earnings : A better surrogate for market expectations," Journal of Accounting and Economics, Elsevier, vol. 4(2), pages 85-107, October.
    12. Salvatore Terregrossa, 1999. "Combining analysts' forecasts with causal model forecasts of earnings growth," Applied Financial Economics, Taylor & Francis Journals, vol. 9(2), pages 143-153.
    13. Nelson, Charles R, 1972. "The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy," American Economic Review, American Economic Association, vol. 62(5), pages 902-917, December.
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