A hierarchical procedure for the combination of forecasts

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.5K citations

Forecasting Methodology, Engineering, Machine Learning +22

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations

Forecasting Methodology, Economics, Business Forecasting +15

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 1.9K citations

Prediction Mean, Engineering, Backtesting +6

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

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

Forecasting Methodology, Engineering, Agricultural Economics +19

Improved methods of combining forecasts

Clive W. J. Granger, R. Ramanathan · Journal of Forecasting · 1984 · 1.1K citations

Individual Forecasts, Forecasting Methodology, Probabilistic Forecasting +13