The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Invited review combining forecasts—twenty years later
Abstract
The combination of forecasts is a simple, pragmatic and sensible way to possibly produce better forecasts. Simple extensions of the original idea involve the use of various available ‘forecasts’ even if some are rather inefficient. Some unsolved questions relate to combining forecasts with horizons longer than one period. More complicated extensions are associated with ‘encompassing’ and the combination of confidence intervals or quantiles. The relevance of information sets is emphasized in both the underlying theory and the interpretation of combinations.
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Cites
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Bates, J. M., & Granger, C. W. J. (1969) · Journal of the Operational Research Society · doi:10.1057/jors.1969.103 · Cited by 3,201
Self-citationNew Methods of Quality Control
Barnard, G. A. (1963) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2982365 · Cited by 93
Cited by
Optimal Linear Combinations of Neural Networks
Hashem, S. (1997) · Neural Networks · doi:10.1016/s0893-6080(96)00098-6 · Cited by 499
Data fusion in intelligent transportation systems: Progress and challenges – A survey
Faouzi, N.-E. E., Leung, H., & Kurian, A. (2011) · Information Fusion · doi:10.1016/j.inffus.2010.06.001 · Cited by 444
Model Averaging and Its Use in Economics
Steel, M. F. J. (2020) · Journal of Economic Literature · doi:10.1257/jel.20191385 · Cited by 321
Metadata
- Authors
- Granger, C. W. J.
- Venue
- Journal of Forecasting
- Publisher
- Wiley
- Published
- 1989-07
- Volume
- 8
- Issue
- 3
- Pages
- 167-173
- ISSN
- 0277-6693 (ISSN-L)
- 1099-131X
- OpenAlex
- W1976604713
- Cited by
- 322
- References
- 3
- FWCI
- 3.56
- Type
- journal article
- Language
- en
- Open access
- closed
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