To combine or not to combine: selecting among forecasts and their combinations
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- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
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- Goodwin, Paul & Lawton, Richard, 1999. "On the asymmetry of the symmetric MAPE," International Journal of Forecasting, Elsevier, vol. 15(4), pages 405-408, October.
- Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Spyros Makridakis & Robert L. Winkler, 1983. "Averages of Forecasts: Some Empirical Results," Management Science, INFORMS, vol. 29(9), pages 987-996, September.
- Terui, Nobuhiko & van Dijk, Herman K., 2002.
"Combined forecasts from linear and nonlinear time series models,"
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- Terui, N. & van Dijk, H.K., 1999. "Combined forecasts from linear and nonlinear time series models," Econometric Institute Research Papers EI 9949-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.
- Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
- Spyros Makridakis, 1990. "Note---Sliding Simulation: A New Approach to Time Series Forecasting," Management Science, INFORMS, vol. 36(4), pages 505-512, April.
- 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.
- Flores, Benito E. & Pearce, Stephen L., 2000. "The use of an expert system in the M3 competition," International Journal of Forecasting, Elsevier, vol. 16(4), pages 485-496.
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