Screening probability forecasts: contrasts between choosing and combining
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References listed on IDEAS
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Murphy, Allan H. & Winkler, Robert L., 1992. "Diagnostic verification of probability forecasts," International Journal of Forecasting, Elsevier, vol. 7(4), pages 435-455, March.
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- Robert T. Clemen & Robert L. Winkler, 1990. "Unanimity and Compromise Among Probability Forecasters," Management Science, INFORMS, vol. 36(7), pages 767-779, July.
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- D. J. Johnstone, 2009. "Discussion of Penman," Abacus, Accounting Foundation, University of Sydney, vol. 45(3), pages 372-378.
- Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
- Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, Elsevier.
- Anqiang Huang & Han Qiao & Shouyang Wang & John Liu, 2016. "Improving Forecasting Performance by Exploiting Expert Knowledge: Evidence from Guangzhou Port," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 387-401, March.
- Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
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- Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, "undated".
"Evaluating Density Forecasts,"
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- John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
- Ana-Maria Fuertes & Elena Kalotychou, 2004. "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004 231, Society for Computational Economics.
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