Hits-and-misses for the evaluation and combination of forecasts

Journal of Applied Statistics

Volumn 28, Issue 6, 2001, Pages 759-773

  Wenzel, T ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ERROR ANALYSIS; FORECASTING METHOD;

EID: 0034914617     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664760120059282     Document Type: Article

References (14)

1. The combination of forecasts
2. Evaluating interval forecasts
3. A new method of evaluating the accuracy of economic forecasts
4. Testing for market timing ability
5. Measurement in the expost evaluation of forecasts
6. Use of the sign test to supplement the percentage better statistic
7. The utilization of the Wilcoxon test to compare forecasting methods: A note
8. On market timing and investment performance. Statistical procedures for evaluating forecasting skills
9. Combining German macro economic forecasts using rank-based techniques
10. An empirical evaluation of alternative forecast combinations
11. An evaluation of forecasting methods and forecast combination methods in goods management systems
12. Pitman-closeness and the linear combination of multivariate forecasts
13. Combination of biased forecasts: Bias correction or bias based weights?