Pooling of forecasts

Pooling of forecasts

Veure altres versions (2)

We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differen...

Descripció completa

Dades bibliogràfiques
Autors principals:	Clements, M, Hendry, D
Altres autors:	Royal Economic Society
Format:	Journal article
Idioma:	English
Publicat:	Blackwell Publishing 2004
Matèries:	Econometrics Economics

Ítems similars

Forecasting economic time series /
per: 350956 Clements, Michael, et al.
Publicat: (1998)

Forecasting in the presence of structural breaks and policy regime shifts
per: Hendry, D, et al.
Publicat: (2005)

Exogeneity and causality in non-stationary economic processes
per: Hendry, D
Publicat: (2004)

A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
per: Hendry, D
Publicat: (2006)

Bridging the gap: linking economics and econometrics
per: Hendry, D
Publicat: (2005)

An introduction to econometric forecasting and forecasting models /
per: 170754 Klein, Lawrence R, et al.
Publicat: (1980)

Sub-sample model selection procedures in general-to-specific modelling
per: Hendry, D, et al.
Publicat: (2004)

A dialogue concerning a new instrument for econometric modeling
per: Granger, C, et al.
Publicat: (2005)

Parallel computation in econometrics: a simplified approach
per: Doornik, J, et al.
Publicat: (2006)

Computationally-intensive econometrics using a distributed matrix-programming language
per: Doornik, J, et al.
Publicat: (2002)

Econometric models and economic forecasts /
per: 395715 Pindyck, Robert S., et al.
Publicat: (1998)

Econometric models and economic forecasts /
per: 395715 Pindyck, Robert S., et al.
Publicat: (1991)

Essays on forecast evaluation and financial econometrics
per: Lund-Jensen, K
Publicat: (2013)

A framework for forecasting the components of the Consumer Price Index
per: Aron, J, et al.
Publicat: (2004)

Forecasting with econometric methods : folklore versus fact /
per: 315258 Armstrong, J. Scott

Handbook of computrational econometrics /
per: 315105 Belsley, David A., et al.
Publicat: (2009)

Constructing Historical Euro-Zone Data.
per: Beyer, A, et al.
Publicat: (2001)

Multi-sector inflation forecasting – quarterly models for South Africa.
per: Aron, J, et al.
Publicat: (2008)

NEW TRENDS IN ECONOMIC FORECASTING
per: NICOLAE MARIUS JULA, et al.
Publicat: (2013-05-01)

The econometrics of economic policy /
per: Banerjee, Anindya, et al.
Publicat: (1997)

Pooling of Forecasts.
per: Hendry, D, et al.
Publicat: (2004)

Pooling of Forecasts.
per: Hendry, D, et al.
Publicat: (2002)

Econometric modeling and inference /
per: 285891 Florens, J. P., et al.
Publicat: (2007)

Essays in econometrics and forecasting
per: Fawcett, N
Publicat: (2008)

General-to-specific approaches for evaluating multi-step system forecasts
per: Martinez, A
Publicat: (2019)

Econometric Forecasting Models for Short Term Natural Rubber Prices
per: Khin, Aye Aye
Publicat: (2010)

Econometric modeling : a likelihood approach /
per: 380476 Hendry, David F., et al.
Publicat: (2007)

Determinants of repayment performance in credit groups : the role of program design, intragroup risk pooling, and social cohesion /
per: 366182 Zeller, Manfred
Publicat: (1998)

Proceedings of the International statistical conferences /
per: The Econometric Society Meeting (1947 : Washington, D C), et al.
Publicat: (1947)

Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
per: Pitt, M, et al.
Publicat: (1999)

Tax Administration versus Tax Rates: Evidence from Corporate Taxation in Indonesia
per: Basri, M. Chatib, et al.
Publicat: (2024)

Advances in economics and econometrics : theory and applications : eighth World Congress /
per: Dewatripont, M. (Mathias), et al.
Publicat: (2003)

Statistics, econometrics, and forecasting /
per: 345582 Zellner, Arnold
Publicat: (2004)

Power variation and stochastic volatility: a review and some new results
per: Barndorff-Nielsen, O, et al.
Publicat: (2004)

Econometric analysis of realised covariation: high frequency based covariance, regression and correlation in financial economics
per: Barndorff-Nielsen, O, et al.
Publicat: (2004)

Likelihood-based estimation of latent generalised ARCH structures
per: Fiorentini, G, et al.
Publicat: (2004)

Power and bipower variation with stochastic volatility and jumps
per: Barndorff-Nielsen, O, et al.
Publicat: (2004)

Computational econometrics : its impact on the development of quantitative economics /
per: Renfro, Charles G.
Publicat: (2004)

14.33 Economics Research and Communication, Spring 2002
per: Ellison, Sara Fisher
Publicat: (2002)

Statistical algorithms for models in state space form using SsfPack 2.2
per: Koopman, S, et al.
Publicat: (1999)