Forecasting with measurement errors in dynamic models
Article Abstract:
Statistics agencies tend to revise and improve the data that they publish. Consequently the most recent events are likely to have more flaws. As the statistics pertaining to recent events are most likely to affect the forecasts for future, it follows that forecasts based on statistics are likely to be wrong. A model to accommodate such a problem is presented.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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The forecasting journals and their contribution to forecasting research: citation analysis and expert opinion
Article Abstract:
Citation analysis of forecasting journals with the assistance of expert opinions is presented. Assets and drawback of these journals in such as forecasting research, forecasting errors are also presented.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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To combine or not to combine: selecting among forecasts and their combinations
Article Abstract:
A model selection criterion is proposed to examine the accuracy of the combined forecasts than the individual forecasts.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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