Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- PART FOUR METHODOLOGY
- PART FIVE FORECASTING
- 17 Estimating the Probability of Flooding on a Tidal River
- 18 Prediction with a Generalized Cost of Error Function
- 19 Some Comments on the Evaluation of Economic Forecasts
- 20 The Combination of Forecasts
- 21 Invited Review: Combining Forecasts – Twenty Years Later
- 22 The Combination of Forecasts Using Changing Weights
- 23 Forecasting Transformed Series
- 24 Forecasting White Noise
- 25 Can We Improve the Perceived Quality of Economic Forecasts?
- 26 Short-Run Forecasts of Electricity Loads and Peaks
- Index
22 - The Combination of Forecasts Using Changing Weights
Published online by Cambridge University Press: 06 July 2010
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- PART FOUR METHODOLOGY
- PART FIVE FORECASTING
- 17 Estimating the Probability of Flooding on a Tidal River
- 18 Prediction with a Generalized Cost of Error Function
- 19 Some Comments on the Evaluation of Economic Forecasts
- 20 The Combination of Forecasts
- 21 Invited Review: Combining Forecasts – Twenty Years Later
- 22 The Combination of Forecasts Using Changing Weights
- 23 Forecasting Transformed Series
- 24 Forecasting White Noise
- 25 Can We Improve the Perceived Quality of Economic Forecasts?
- 26 Short-Run Forecasts of Electricity Loads and Peaks
- Index
Summary
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- Chapter
- Information
- Essays in EconometricsCollected Papers of Clive W. J. Granger, pp. 420 - 435Publisher: Cambridge University PressPrint publication year: 2001