Autore:
Ehrbeck, Tilman
Titolo:
Optimally combining individual forecasts from panel dataPeriodico:
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papersAnno:
1993 - Fascicolo:
6 - Pagina iniziale:
1 - Pagina finale:
18This 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.
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Testo completo:
http://hdl.handle.net/1814/447Esportazione dati in Refworks (solo per utenti abilitati)
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