Pappalardo, Carmine
IHS Series
Costantini, Mauro and Pappalardo, Carmine (June 2009) A Hierarchical Procedure for the Combination of Forecasts: This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. Former Series > Working Paper Series > IHS Economics Series 240
Costantini, Mauro and Pappalardo, Carmine (October 2008) Combination of Forecast Methods Using Encompassing Tests: An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. Former Series > Working Paper Series > IHS Economics Series 228