The DOI matches its Crossref record; 67 of the 67 references it cites were found in a registry or an index.
Chapter 4 Forecast Combinations
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Citations
Cites
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999) · Statistical Science · doi:10.1214/ss/1009212519 · Cited by 4,118
Bates, J. M., & Granger, C. W. J. (1969) · Journal of the Operational Research Society · doi:10.1057/jors.1969.103 · Cited by 3,201
Combining forecasts: A review and annotated bibliography
Clemen, R. T. (1989) · International Journal of Forecasting · doi:10.1016/0169-2070(89)90012-5 · Cited by 2,164
Bayesian Model Averaging for Linear Regression Models
Raftery, A. E., Hoeting, J. A., & Madigan, D. (1997) · Cited by 1,746
The M3-Competition: results, conclusions and implications
Makridakis, S., & Hibon, M. (2000) · International Journal of Forecasting · doi:10.1016/s0169-2070(00)00057-1 · Cited by 1,695
Ledoit, O., & Wolf, M. (2003) · Journal of Empirical Finance · doi:10.1016/s0927-5398(03)00007-0 · Cited by 1,627
Combining forecasts: A review and annotated bibliography
(1990) · Long Range Planning · doi:10.1016/0024-6301(90)90316-v · Cited by 1,465
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
Makridakis, S., Andersen, A., Carbone, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen, E., & Winkler, R. (1982) · Journal of Forecasting · doi:10.1002/for.3980010202 · Cited by 1,462
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Jagannathan, R., & Ma, T. (2003) · The Journal of Finance · doi:10.1111/1540-6261.00580 · Cited by 1,462
Cited by
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, R. (2014) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2014.08.008 · Cited by 1,646
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
Krauss, C., Do, X. A., & Huck, N. (2017) · European Journal of Operational Research · doi:10.1016/j.ejor.2016.10.031 · Cited by 750
Ben Taieb, S., Bontempi, G., Atiya, A. F., & Sorjamaa, A. (2012) · Expert Systems with Applications · doi:10.1016/j.eswa.2012.01.039 · Cited by 734
Kontis, V., Bennett, J. E., Rashid, T., Parks, R. M., Pearson-Stuttard, J., Guillot, M., Asaria, P., Zhou, B., Battaglini, M., Corsetti, G., et al. (2020) · Nature Medicine · doi:10.1038/s41591-020-1112-0 · Cited by 410
Metadata
- Authors
- Timmermann, A.
- Venue
- Handbook of Economic Forecasting
- Publisher
- Elsevier
- Published
- 2006
- Pages
- 135-196
- ISSN
- 1574-0706 (ISSN-L)
- OpenAlex
- W1605276600
- Cited by
- 1,314
- References
- 67
- FWCI
- 62.78
- Type
- book chapter
- Language
- en
- Open access
- closed
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- Timmermann, A. (2006). Chapter 4 Forecast Combinations. Handbook of Economic Forecasting. https://doi.org/10.1016/s1574-0706(05)01004-9
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
