Can a subset of forecasters beat the simple average in the SPF ?

@inproceedings{Washington2015CanAS,
  title={Can a subset of forecasters beat the simple average in the SPF ?},
  author={The George Washington},
  year={2015}
}
  • The George Washington
  • Published 2015
The forecast combination literature has optimal combination methods, however, empirical studies have shown that the simple average is notoriously di cult to improve upon. This paper introduces a novel way to choose a subset of forecasters who might have specialized knowledge to improve upon the simple average over all forecasters in the SPF. In particular… CONTINUE READING