Combination of Economic Forecasts: An Odds-Matrix Approach
经济预测组合:胜算矩阵方法
In this article, we test a new method of combining economic forecasts, the odds-matrix approach, using Clemen and Winkler's (1986) data on gross-national-product forecasts. For these data, the results show that the odds-matrix method is more accurate than each of the other methods tested and can be expected to be especially useful when data are nonstationary or sparse.