Page 375 - Special Topic Session (STS) - Volume 3
P. 375
STS550 Kyle Hood et al.
2. Bates, J. M. and C. W. J. Granger (1969), “The combination of forecasts,”
Journal of the Operational Research Society, 20(4): 451–468.
3. Diks, C. G. H. and J. A. Vrugt, “Comparison of point forecast accuracy of
model averaging methods in hydrologic applications,” Stochastic
Environmental Research and Risk Assessment, 24(6): 809–820.
4. Foroni, C. and M. J. Marcellino (2013), “A survey of econometric methods
for mixed-frequency data,” Norges Bank Research Working Paper: 2013–
6.
5. Giannone, D., L. Reichlin, and D. Small (2008), “Nowcasting: The real-time
informational content of macroeconomic data,” Journal of Monetary
Economics, 55(4): 665–676.
6. Klein, L. R. and E. Sojo (1989), “Combinations of high and low frequency
data in macroeconometric models,” pp. 1–13 in Economics in Theory and
Practice: An Eclectic Approach, L.R. Klein and Marquez (eds.), Kluwer
Academic Publisher. Smith, J. and K. F. Wallis (2009), “A simple
explanation of the forecast combination puzzle,” Oxford Bulletin of
Economics and Statistics, 71(3): 331–355.
364 | I S I W S C 2 0 1 9