Construct · 1 fields · 1 citations

forecast combination puzzle: a standalone construct

One name. One construct. A landmark on the map.

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forecastcombination puzzle1 CONSTRUCTForecast combinationSMITH · FORECASTING

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Forecasting

the finding that simple equal-weight averages of forecasts often beat estimated optimal weights.

In forecasting, forecast combination puzzle refers to the finding that simple equal-weight averages of forecasts often beat estimated optimal weights. This meaning comes from Smith (2009) in Oxford Bulletin of Economics and Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

beat3 fields · 6 citationsjingle · one word, three constructscombination1 fields · 2 citationsanchor · a standalone constructforecast combination1 fields · 1 citationsanchor · a standalone construct

References

  1. Smith, J., & Wallis, K. F. (2009). A Simple Explanation of the Forecast Combination Puzzle. Oxford Bulletin of Economics and Statistics, 71(3), 331-355. https://doi.org/10.1111/j.1468-0084.2008.00541.x

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