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Forecast combination through dimension reduction techniques. (2011). Sánchez-Mangas, Rocío ; Poncela, Pilar ; Senra, Eva ; Sanchez-Mangas, Rocio ; Rodriguez, Julio .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:2:p:224-237.

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  1. Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan.
    In: Omega.
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  2. Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52.

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  3. LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852.

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  4. Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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  5. How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10203.

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  6. .

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  7. Global combinations of expert forecasts. (2022). Vasnev, Andrey ; Thompson, Ryan ; Qian, Yilin.
    In: Working Papers.
    RePEc:syb:wpbsba:2123/29354.

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  8. Are carry, momentum and value still there in currencies?. (2022). Sharma, Tripti ; O'Reilly, Philip ; O'Brien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002058.

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  9. Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin.
    In: Papers.
    RePEc:arx:papers:2207.07318.

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  10. LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz.
    In: Papers.
    RePEc:arx:papers:2207.04794.

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  11. Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques. (2021). Poncela, Pilar ; Poncela-Blanco, Marta.
    In: Energies.
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  12. Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael.
    In: International Economics.
    RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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  13. PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna.
    In: Energies.
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  14. Split-then-Combine simplex combination and selection of forecasters. (2020). Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu .
    In: Papers.
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  15. PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna.
    In: WORking papers in Management Science (WORMS).
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  16. A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9.

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  17. Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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  18. A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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  19. Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator. (2017). Fernández Vázquez, Esteban ; Moreno, Blanca ; Fernandez-Vazquez, Esteban.
    In: Journal of Geographical Systems.
    RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9.

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  20. Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?. (2017). Lopez-Perez, Victor .
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9314-x.

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  21. Electricity prices forecasting by averaging dynamic factor models. (2017). Garcia-Martos, Carolina ; Bastos, Guadalupe ; Alonso, Andres Modesto .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:24028.

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  22. Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Garca-Martos, Carolina ; Bastos, Guadalupe ; Alonso, Andrs M.
    In: Energies.
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  23. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna.
    In: International Journal of Forecasting.
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  24. A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin .
    In: Working Papers.
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  25. Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103.

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  26. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna.
    In: HSC Research Reports.
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  27. Split-then-Combine Method for out-of-sample Combinations of Forecasts. (2014). de Juan, A ; A. S. M. Arroyo, .
    In: Journal of Business Administration Research.
    RePEc:jfr:jbar11:v:3:y:2014:i:1:p:19-37.

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  28. Selecting and combining experts from survey forecasts. (2014). Poncela, Pilar ; Fuentes, Julieta ; Rodriguez, Julio .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws140905.

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  29. Forecasting Chilean Inflation with International Factors. (2014). Pincheira, Pablo ; Gatty, Andres.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:723.

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  49. Generalized Factor Models: A Bayesian Approach. (2007). Tekatli, Necati.
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  50. Do macro variables, asset markets, or surveys forecast inflation better?. (2006). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
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