Concepedia

Forecast Combination Evaluation

Forecast Combination Evaluation is a systematic methodological framework within revenue forecast validation that assesses the relative accuracy, robustness, and reliability of combined forecasting models by integrating multiple individual forecasts and evaluating their aggregated performance against empirical outcomes.

211

Publications

17K

Citations

385

Authors

279

Institutions

Publications per year

2017–2026

57

Parents

Publications

211

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

, , +17

Combination forecasts of output growth in a seven‐country data set

James H. Stock, Mark W. Watson · Journal of Forecasting · 2004 · 1.2K citations

, , +14

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

Paul Newbold, Clive W. J. Granger · Journal of the Royal Statistical Society Series A (General) · 1974 · 846 citations

, , +16

Averages of Forecasts: Some Empirical Results

Spyros Makridakis, Robert L. Winkler · Management Science · 1983 · 626 citations

, , +15

Pooling of Forecasts.

Michael P. Clements, David F. Hendry · Oxford University Research Archive (ORA) (University of Oxford) · 2004 · 482 citations

, , +10

1–5 of 211

Authors

385

  1. AT
    Allan Timmermann

    University of California San Diego, United States

    10 publications · 1K citations

    10

    h-index

  2. MH
    M. Hashem Pesaran

    University of Southern California, United States

    4 publications · 191 citations

    4

    h-index

  3. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    4 publications · 496 citations

    4

    h-index

  4. JM
    James Mitchell

    National Institute of Economic and Social Research, United Kingdom

    4 publications · 415 citations

    4

    h-index

  5. HS
    Haiyan Song

    Hong Kong Polytechnic University, Hong Kong SAR China

    4 publications · 389 citations

    4

    h-index

1–5 of 385

Institutions

279

  1. University of California San Diego

    San Diego, United States

    9 h-index

    11 publications

    1K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    8 publications

    487 citations

  3. European Central Bank

    Frankfurt am Main, Germany

    7 h-index

    11 publications

    1.2K citations

  4. The University of Sydney

    Sydney, Australia

    6 h-index

    9 publications

    451 citations

  5. University of Cambridge

    Cambridge, United Kingdom

    6 h-index

    6 publications

    226 citations

  6. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    5 h-index

    6 publications

    520 citations

  7. Australian National University

    Canberra, Australia

    5 h-index

    5 publications

    108 citations

  8. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    5 h-index

    15 publications

    1.4K citations

1–8 of 279

Venues

  1. International Journal of Forecasting

    27 publications · 2.1K citations

    20

    h-index

  2. Journal of Forecasting

    27 publications · 2.4K citations

    18

    h-index

  3. SSRN Electronic Journal

    Repository · 16 publications · 959 citations

    14

    h-index

  4. Journal of Business and Economic Statistics

    JBES · 8 publications · 748 citations

    8

    h-index

  5. Management Science

    7 publications · 1.6K citations

    7

    h-index

1–5