Optimal combination of survey forecasts

2015/08/27 by Cristina Conflitti, Christine De Mol, Domenico Giannone · 4 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Forecasting Techniques and Applications #Insurance, Mortality, Demography, Risk Management #Monetary Policy and Economic Impact

paper · doi:10.1016/j.ijforecast.2015.03.009

openalex publication_date 2015/08/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Citations

• The Combination of Forecasts
• Optimization Transfer Using Surrogate Objective Functions
• Rejoinder to "Least angle regression" by Efron et al

Cited by

• Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives
• Scenario Synthesis and Macroeconomic Risk
• Securities Lending Strategies: Exclusive Valuations and Auction Bids
• Double spike Dirichlet priors for structured weighting
• Probabilistic Wind Vector Forecasting Using Ensembles and Bayesian Model Averaging