Multinomial and ordered Logit models are quantitative techniques which are used in a range of disciplines nowadays. When applying these techniques, practitioners usually select a single model using either information-based criteria or pretesting. In this paper, we consider the alternative...

Adaptive combining is generally a desirable approach for forecasting, which, however, has rarely been explored for discrete response time series. In this paper, we propose an adaptively combined forecasting method for such discrete response data. We demonstrate in theory that the proposed...