Forecast combination and encompassing: Reconciling two divergent literatures

Author:

Diebold Francis X.

Publisher

Elsevier BV

Subject

Business and International Management

Reference16 articles.

1. Econometric evaluation of linear macroeconomic models;Chong;Review of Economic Studies,1986

2. Combining forecasts: A review and annotated bibliography;Clemen;International Journal of Forecasting,1989

3. Combining economic forecasts;Clemen;Journal of Business and Economic Statistics,1986

4. The ex-ante prediction performance of the St-Louis and FRB-MIT-PENN econometric models, and some results on composite predictions;Cooper;Journal of Money, Credit and Banking,1975

5. Tests of separate families of hypotheses;Cox,1961

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