Reference sources

Reference material used for orientation; read primary and academic sources first when claims conflict.

1. [S1] Reference

   Bates, Granger (1969) --- foundational paper on forecast combination, established the basic variance-reduction principle

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2. [S2] Reference

   Granger, Ramanathan (1984) --- regression-based combination weights with and without constraints

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3. [S3] Reference

   Stock, Watson (2004) --- documented time variation in relative forecast performance, motivating adaptive combination

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4. [S4] Reference

   Timmermann (2006) --- comprehensive survey of forecast combination methods and the combination puzzle

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5. [S5] Reference

   Hall, Mitchell (2007) --- optimal combination of density forecasts using the logarithmic scoring rule

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