THE COMBINING OF FORECASTS USING RECURSIVE TECHNIQUES WITH NON-STATIONARY WEIGHTS

被引：17

作者：

SESSIONS, DN ^{[1
]}

CHATTERJEE, S ^{[1
]}

机构：

[1] NYU,GRAD SCH BUSINESS ADM,DEPT STAT & OPERAT RES,NEW YORK,NY 10003

来源：

JOURNAL OF FORECASTING | 1989年 / 8卷 / 03期

关键词：

D O I：

10.1002/for.3980080309

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：239 / 251

页数：13

共 10 条

[1] COMBINATION OF FORECASTS [J].

BATES, JM ;

GRANGER, CWJ .

OPERATIONAL RESEARCH QUARTERLY, 1969, 20 (04) :451-&

[2] ON COMBINING FORECASTS - SOME EXTENSIONS AND RESULTS [J].

BOPP, AE .

MANAGEMENT SCIENCE, 1985, 31 (12) :1492-1498

[3] COMBINING ECONOMIC FORECASTS [J].

CLEMEN, RT ;

WINKLER, RL .

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1986, 4 (01) :39-46

[4] STRUCTURAL-CHANGE AND THE COMBINATION OF FORECASTS [J].

DIEBOLD, FX ;

PAULY, P .

JOURNAL OF FORECASTING, 1987, 6 (01) :21-40

[5]

FIGLEWSKI S, 1983, REV ECON STAT, V28, P13

[6]

FIGLEWSKI S, 1983, J FINANC, V28, P695

[7] IMPROVED METHODS OF COMBINING FORECASTS [J].

GRANGER, CWJ ;

RAMANATHAN, R .

JOURNAL OF FORECASTING, 1984, 3 (02) :197-204

[8]

HARRISON PJ, 1976, J R STAT SOC B, V38, P205

[9]

HARRISON PJ, 1983, BAYESIAN STATISTICS, V2, P271

[10] AVERAGES OF FORECASTS - SOME EMPIRICAL RESULTS [J].

MAKRIDAKIS, S ;

WINKLER, RL .

MANAGEMENT SCIENCE, 1983, 29 (09) :987-996

← 1 →