Pooling of forecasts
- 1 June 2004
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 7 (1) , 1-31
- https://doi.org/10.1111/j.1368-423x.2004.00119.x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 40 references indexed in Scilit:
- ON COMPARING MACROECONOMIC MODELS USING FORECAST ENCOMPASSING TESTSOxford Bulletin of Economics and Statistics, 2009
- Economic forecasting: some lessons from recent researchEconomic Modelling, 2003
- Testing Density Forecasts, With Applications to Risk ManagementJournal of Business & Economic Statistics, 2001
- The Generalized Dynamic-Factor Model: Identification and EstimationThe Review of Economics and Statistics, 2000
- Evaluating Density Forecasts with Applications to Financial Risk ManagementInternational Economic Review, 1998
- Evaluating Interval ForecastsInternational Economic Review, 1998
- Partial non-Gaussian state spaceBiometrika, 1994
- Encompassing the Forecasts of U.S. Trade Balance ModelsThe Review of Economics and Statistics, 1993
- A preference-based method for forecast combinationJournal of Forecasting, 1989
- Partial Time Regressions as Compared with Individual TrendsEconometrica, 1933