The forecast combination puzzle: A simple theoretical explanation-Reference-Cited by-同舟云学术

The forecast combination puzzle: A simple theoretical explanation

Published:2016-07 Issue:3 Volume:32 Page:754-762
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Claeskens Gerda,Magnus Jan R.,Vasnev Andrey L.,Wang Wendun

Funder

KU Leuven

Publisher

Elsevier BV

Subject

Business and International Management

Reference11 articles.

1. Matrix algebra;Abadir,2005

2. An introduction to multivariate statistical analysis;Anderson,1958

3. The combination of forecasts;Bates;Operational Research Quarterly,1969

4. Elliott, G. (2011). Averaging and the optimal combination of forecasts. UCSD working paper, http://econweb.ucsd.edu/~grelliott/AveragingOptimal.pdf.

5. Combining forecasts: An application to elections;Graefe;International Journal of Forecasting,2014

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