Is there an optimal forecast combination

By Cheng Hsiao, Shui Ki Wan. 2014

149 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a1d68ce3f551f1017ccdd53091683c970b9102a2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. R. Magnus
2. Gerda Claeskens
3. Andrey L. Vasnev
4. Wendung Wang

In Finance

1. J. R. Magnus
2. Gerda Claeskens
3. Andrey L. Vasnev
4. Wendung Wang
5. M. José Lombardía
6. Stefan Sperlich

In Management Science and Operations Research

1. Gerda Claeskens
2. Andrey L. Vasnev
3. Wendung Wang
4. J. R. Magnus
5. Giuseppe De Luca
6. Xinyu Zhang
7. L. Wolstenholme
8. B. Hansen

Citations in the corpus

• Some Theoretical Results on Forecast Combinations (2018, unknown): “This paper contributes to the literature by showing that many of the results in Hsiao and Wan (2014) can be derived without the multi-factor structure and therefore provides more general results than Hsiao and Wan (2014).”
• The Forecast Combination Puzzle: A Simple Theoretical Explanation (2016, methodology): “This is the case in Bates and Granger (1969) and it remains the case in later contributions, important and insightful as they may be, such as Hansen (2008), Elliott (2011), Liang et al. (2011), and Hsiao and Wan (2014).”