Combination of biased forecasts: Bias correction or bias based weights?

dc.contributor.author	Wenzel, Thomas	de
dc.date.accessioned	2004-12-06T18:40:09Z
dc.date.available	2004-12-06T18:40:09Z
dc.date.issued	1999	de
dc.description.abstract	Most of the literature on combination of forecasts deals with the assumption of unbiased individual forecasts. Here, we consider the case of biased forecasts and discuss two different combination techniques resulting in an unbiased forecast. On the one hand we correct the individual forecasts, and on the other we calculate bias based weights. A simulation study gives some insight in the situations where we should use the different methods.	en
dc.format.extent	125390 bytes
dc.format.extent	686365 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4942
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15083
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	bias correction	en
dc.subject	combination of forecasts	en
dc.subject	generalized jackknife	en
dc.subject	multivariate forecasts	en
dc.subject	regression	en
dc.subject.ddc	310	de
dc.title	Combination of biased forecasts: Bias correction or bias based weights?	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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