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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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  • de Menezes, Lilian M. & Bunn, Derek W., 1998. "The persistence of specification problems in the distribution of combined forecast errors," International Journal of Forecasting, Elsevier, vol. 14(3), pages 415-426, September.
  • Handle: RePEc:eee:intfor:v:14:y:1998:i:3:p:415-426
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    References listed on IDEAS

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    1. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, pages 559-583.
    2. C. Granger, 1976. "Tendency towards normality of linear combinations of random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, pages 237-248.
    3. Schnader, M. H. & Stekler, H. O., 1991. "Do consensus forecasts exist?," International Journal of Forecasting, Elsevier, pages 165-170.
    4. Bunn, Derek W., 1985. "Statistical efficiency in the linear combination of forecasts," International Journal of Forecasting, Elsevier, pages 151-163.
    5. Diebold, Francis X, 1988. "Serial Correlation and the Combination of Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 105-111, January.
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    Cited by:

    1. Barrow, Devon K. & Kourentzes, Nikolaos, 2016. "Distributions of forecasting errors of forecast combinations: Implications for inventory management," International Journal of Production Economics, Elsevier, vol. 177(C), pages 24-33.
    2. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    3. 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.
    4. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    5. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, vol. 19(1), pages 87-94.
    6. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.

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