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Efficient and Optional Forecast Combinations

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  • G.W. Harrison

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  • G.W. Harrison, 1982. "Efficient and Optional Forecast Combinations," Economics Discussion / Working Papers 82-26, The University of Western Australia, Department of Economics.
  • Handle: RePEc:uwa:wpaper:82-26
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    References listed on IDEAS

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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. 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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