Forecast Encompassing Tests is a statistical methodology used in forecast evaluation that determines whether one forecasting model subsumes the information content of another by testing if the latter’s forecast errors can be predicted using the former’s forecasts, thereby indicating redundancy.
50
Publications
4.4K
Citations
66
Authors
55
Institutions
Publications per year
2017–2026
4
Variants
Forecast Encompassing
Parents
Publications
50
Invited review combining forecasts—twenty years later
Clive W. J. Granger · Journal of Forecasting · 1989 · 324 citations
Evaluating Direct Multistep Forecasts
Todd E. Clark, Michael W. McCracken · Econometric Reviews · 2005 · 253 citations
1–5 of 50
Authors
66
- TE
8
h-index
- MW
7
h-index
- DI
6
h-index
- PN
5
h-index
- SJ
3
h-index
1–5 of 66
Institutions
55
Federal Reserve Bank of Cleveland
Cleveland, United States
6 h-index
6 publications
475 citations
University of Nottingham
Nottingham, United Kingdom
6 h-index
10 publications
2.7K citations
Federal Reserve Bank of St. Louis
St Louis, United States
5 h-index
5 publications
463 citations
Federal Reserve
Washington D.C., United States
4 h-index
4 publications
609 citations
Loughborough University
Loughborough, United Kingdom
3 h-index
3 publications
232 citations
University of Crete
Rethymno, Greece
2 h-index
2 publications
140 citations
Saint Louis University
St Louis, United States
2 h-index
3 publications
167 citations
MODUL University Vienna
Vienna, Austria
2 h-index
2 publications
74 citations
1–8 of 55
Venues
- Journal of Forecasting
9 publications · 643 citations
9
h-index
- SSRN Electronic Journal
Repository · 8 publications · 678 citations
8
h-index
- Journal of Business and Economic Statistics
JBES · 4 publications · 1.1K citations
4
h-index
- International Journal of Forecasting
2 publications · 200 citations
2
h-index
- Oxford Bulletin of Economics and Statistics
2 publications · 35 citations
2
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1–5