To combine or not to combine? issues of combining forecasts
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- PALM, Franz C. & ZELLNER, Arnold, 1992. "To Combine or not to Combine? Issues of Combining Forecasts," CORE Discussion Papers RP 1027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, Elsevier.
- Goodness C. Aye & Eric D. Mungatana, 2013. "Evaluating The Performance Of Small Scale Maize Producers In Nigeria: An Integrated Distance Function Approach," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 25(2), pages 79-92, July.
- Timmermann, Allan, 2006.
Handbook of Economic Forecasting,
- Timmermann, Allan G, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
- M. Murty & Surender Kumar & Kishore Dhavala, 2007.
"Measuring environmental efficiency of industry: a case study of thermal power generation in India,"
Environmental & Resource Economics,
Springer;European Association of Environmental and Resource Economists, vol. 38(1), pages 31-50, September.
- M N, Murty & Kumar, Surender & Dhavala, Kishore, 2006. "Measuring Environmental Efficiency of Industry: A Case Study of Thermal Power Generation in India," MPRA Paper 1693, University Library of Munich, Germany.
- Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
- Zellner, Arnold & Tobias, Justin & Ryu, Hang, 1998. "Bayesian Method of Moments (BMOM) Analysis of Parametric and Semiparametric Regression Models," CUDARE Working Papers 198660, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Issler, João Victor & Lima, Luiz Renato, 2009.
"A panel data approach to economic forecasting: The bias-corrected average forecast,"
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Elsevier, vol. 152(2), pages 153-164, October.
- Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 642, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 668, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 650, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
- N.D. Geomelos & E. Xideas, 2014. "Forecasting spot prices in bulk shipping using multivariate and univariate models," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-37, December.
- Winford H. Masanjala & Chris Papageorgiou, 2008. "Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 671-682.
- Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
- Tobias, Justin & Zellner, Arnold, 1998. "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model," CUDARE Working Papers 198659, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Sune Karlsson & Tor Jacobson, 2004.
"Finding good predictors for inflation: a Bayesian model averaging approach,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
- Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
- Huiyu Huang & Tae-Hwy Lee, 2010. "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 534-570.
- Rosen Valchev & Antony Davies, 2009. "Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach," Working Papers 2009-004, The George Washington University, Department of Economics, Research Program on Forecasting.
- Saghafian, Soroush & Tomlin, Brian & Biller, Stephan, 2018. "The Internet of Things and Information Fusion: Who Talks to Who?," Working Paper Series rwp18-009, Harvard University, John F. Kennedy School of Government.
- Thomas Theobald, 2012. "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper 89-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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