Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong - In: Econometrics : open access journal 7 (2019) 3/39, pp. 1-26
than sophisticated combining methods. This phenomenon is usually referred to as the “forecast combination puzzle … understanding of the puzzle should be complemented by the distinction of different forecast combination scenarios known as combining … for adaptation and combining for improvement. Applying combining methods without considering the underlying scenario can …
