Pooling of forecasts

Pooling of forecasts

Show other 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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Clements, M, Hendry, D
Awduron Eraill:	Royal Economic Society
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Blackwell Publishing 2004
Pynciau:	Econometrics Economics

Eitemau Tebyg

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

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

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

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

Bridging the gap: linking economics and econometrics
gan: Hendry, D
Cyhoeddwyd: (2005)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Pooling of Forecasts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2004)

Pooling of Forecasts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2002)

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

Essays in econometrics and forecasting
gan: Fawcett, N
Cyhoeddwyd: (2008)

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

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

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

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

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

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

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

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

Statistics, econometrics, and forecasting /
gan: 345582 Zellner, Arnold
Cyhoeddwyd: (2004)

14.33 Economics Research and Communication, Spring 2002
gan: Ellison, Sara Fisher
Cyhoeddwyd: (2002)

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

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

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

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

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

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