Review of guidelines for the use of combined forecasts

DOI10.1016/S0377-2217(98)00380-4zbMath0962.91531MaRDI QIDQ1579477

Lilian M. de Menezes, James W. Taylor, Derek W. Bunn

Publication date: 30 January 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

forecastingcombinationserror specificationguidelines

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Non-traditional methods of forecasting
• Unstable Weights in the Combination of Forecasts
• Stochastic Dominance and Expected Utility: Survey and Analysis
• A Bayesian Approach to the Linear Combination of Forecasts
• Aggregating Point Estimates: A Flexible Modeling Approach
• Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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