Some theoretical results on forecast combinations

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Forecasting Methodology, Engineering, Machine Learning +22

The Combination of Forecasts

John M. Bates, Clive W. J. Granger · Journal of the Operational Research Society · 1969 · 3.1K citations

Approximately normal tests for equal predictive accuracy in nested models

Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations

Backtesting, Predictive Analytics, Biostatistics +4

Combining forecasts: A review and annotated bibliography

Robert T. Clemen · International Journal of Forecasting · 1989 · 2.2K citations

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

Prediction Mean, Engineering, Backtesting +6