Concepedia

Regression-based Forecast Combination

Regression-Based Forecast Combination is a forecast combination method that uses linear regression to estimate the optimal weights for aggregating individual forecasts, distinguishing itself by relying on historical forecast errors to determine the weighting structure.

38

Publications

3.5K

Citations

83

Authors

56

Institutions

Publications per year

2017–2026

11

Parents

Publications

38

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

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

David E. Rapach, Jack Strauss, Guofu Zhou · SSRN Electronic Journal · 2009 · 433 citations · Full text

, , +17

Forecast Combination With Entry and Exit of Experts

Carlos Capistrán, Allan Timmermann · Journal of Business and Economic Statistics · 2009 · 130 citations · Full text

, , +16

Forecast Combination Across Estimation Windows

M. Hashem Pesaran, Andreas Pick · Journal of Business and Economic Statistics · 2010 · 129 citations · Full text

, , +17

Combining Bond Rating Forecasts Using Logit

Mark J. Kamstra, Peter Kennedy, Teck‐Kin Suan · Financial Review · 2001 · 108 citations

, , +17

1–5 of 38

Authors

83

  1. EP
    Ekaterini Panopoulou

    University of Piraeus, Greece

    4 publications · 103 citations

    4

    h-index

  2. LM
    Loukia Meligkotsidou

    National and Kapodistrian University of Athens, Greece

    4 publications · 103 citations

    4

    h-index

  3. ID
    Ioannis D. Vrontos

    Athens University of Economics and Business, Greece

    4 publications · 103 citations

    4

    h-index

  4. SD
    Spyridon D. Vrontos

    Athens University of Economics and Business, Greece

    4 publications · 103 citations

    4

    h-index

  5. JS
    Jack Strauss

    Saint Louis University, United States

    3 publications · 2.1K citations

    3

    h-index

1–5 of 83

Institutions

56

  1. Athens University of Economics and Business

    Athens, Greece

    4 h-index

    4 publications

    103 citations

  2. National and Kapodistrian University of Athens

    Athens, Greece

    4 h-index

    4 publications

    103 citations

  3. University of Essex

    Colchester, United Kingdom

    3 h-index

    3 publications

    50 citations

  4. Texas A&M University

    College Station, United States

    2 h-index

    2 publications

    90 citations

  5. Washington University in St. Louis

    St Louis, United States

    2 h-index

    3 publications

    2.5K citations

  6. Bank of Mexico

    Mexico City, Mexico

    2 h-index

    2 publications

    144 citations

  7. University of Kent

    Canterbury, United Kingdom

    2 h-index

    2 publications

    79 citations

  8. University of California San Diego

    San Diego, United States

    2 h-index

    2 publications

    144 citations

1–8 of 56

Venues

  1. Journal of Forecasting

    5 publications · 213 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 4 publications · 471 citations

    4

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 4 publications · 365 citations

    4

    h-index

  4. International Journal of Forecasting

    2 publications · 47 citations

    2

    h-index

  5. 1

    h-index

1–5