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Review of guidelines for the use of combined forecasts

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  • de Menezes, Lilian M.
  • W. Bunn, Derek
  • Taylor, James W.
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  • de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
    • Handle: RePEc:eee:ejores:v:120:y:2000:i:1:p:190-204
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    References listed on IDEAS

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    1. Gunter, Sevket I., 1992. "Nonnegativity restricted least squares combinations," International Journal of Forecasting, Elsevier, vol. 8(1), pages 45-59, June.
    2. Miller, Christopher M. & Clemen, Robert T. & Winkler, Robert L., 1992. "The effect of nonstationarity on combined forecasts," International Journal of Forecasting, Elsevier, vol. 7(4), pages 515-529, March.
    3. Bunn, Derek W., 1996. "Non-traditional methods of forecasting," European Journal of Operational Research, Elsevier, vol. 92(3), pages 528-536, August.
    4. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    5. Schnaars, Steven P., 1986. "A comparison of extrapolation models on yearly sales forecasts," International Journal of Forecasting, Elsevier, vol. 2(1), pages 71-85.
    6. Palm, F. & Zellner, A., 1991. "To combine or not to combine? issues of combining forecasts," LIDAM Discussion Papers CORE 1991022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Reeves, Gary R. & Lawrence, Kenneth D., 1991. "Combining forecasts given different types of objectives," European Journal of Operational Research, Elsevier, vol. 51(1), pages 65-72, March.
    8. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January.
    9. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
    10. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
    11. Steven P. Schnaars, 1986. "An Evaluation of Rules for Selecting an Extrapolation Model on Yearly Sales Forecasts," Interfaces, INFORMS, vol. 16(6), pages 100-107, December.
    12. Robert T. Clemen & Robert L. Winkler, 1993. "Aggregating Point Estimates: A Flexible Modeling Approach," Management Science, INFORMS, vol. 39(4), pages 501-515, April.
    13. de Menezes, Lilian M. & Bunn, Derek W., 1998. "The persistence of specification problems in the distribution of combined forecast errors," International Journal of Forecasting, Elsevier, vol. 14(3), pages 415-426, September.
    14. Lobo, Gerald J., 1991. "Alternative methods of combining security analysts' and statistical forecasts of annual corporate earnings," International Journal of Forecasting, Elsevier, vol. 7(1), pages 57-63, May.
    15. Fred Collopy & J. Scott Armstrong, 1992. "Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations," Management Science, INFORMS, vol. 38(10), pages 1394-1414, October.
    16. Bunn, Derek W., 1985. "Statistical efficiency in the linear combination of forecasts," International Journal of Forecasting, Elsevier, vol. 1(2), pages 151-163.
    17. Diebold, Francis X, 1988. "Serial Correlation and the Combination of Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 105-111, January.
    18. Makridakis, Spyros & Chatfield, Chris & Hibon, Michele & Lawrence, Michael & Mills, Terence & Ord, Keith & Simmons, LeRoy F., 1993. "The M2-competition: A real-time judgmentally based forecasting study," International Journal of Forecasting, Elsevier, vol. 9(1), pages 5-22, April.
    19. James Taylor & Derek Bunn, 1998. "Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 193-206.
    20. LeSage, James P & Magura, Michael, 1992. "A Mixture-Model Approach to Combining Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 445-452, October.
    21. Heejoon Kang, 1986. "Unstable Weights in the Combination of Forecasts," Management Science, INFORMS, vol. 32(6), pages 683-695, June.
    22. Aksu, Celal & Gunter, Sevket I., 1992. "An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts," International Journal of Forecasting, Elsevier, vol. 8(1), pages 27-43, June.
    23. Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo, 1994. "The combination of forecasts using changing weights," International Journal of Forecasting, Elsevier, vol. 10(1), pages 47-57, June.
    24. David C. Schmittlein & Jinho Kim & Donald G. Morrison, 1990. "Combining Forecasts: Operational Adjustments to Theoretically Optimal Rules," Management Science, INFORMS, vol. 36(9), pages 1044-1056, September.
    25. Chatfield, Chris, 1988. "The future of the time-series forecasting," International Journal of Forecasting, Elsevier, vol. 4(3), pages 411-419.
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