Autore: Ehrbeck, Tilman
Titolo: Optimally combining individual forecasts from panel data
Periodico: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1993 - Fascicolo: 6 - Pagina iniziale: 1 - Pagina finale: 18

This paper explores the possibility of optimally combining individual forecasts from a small panel data set using the information contained in the error structure of past predictions. A combination schemes emerges that does not only better than almost all contemporaneous individual forecasts and the contemporaneous mean forecast, but also on average than a set of more recent predictions. Such a comparison was possible because the data used were published monthly, but predicted a quarterly variable.




Testo completo: http://hdl.handle.net/1814/447

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