Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts

Journal of Forecasting, Volume 8, 1989, 231-238.

8 Pages Posted: 12 Mar 2016

See all articles by John Guerard

John Guerard

McKinley Capital Management, LLC

Robert T. Clemen

Duke University

Date Written: June 1, 1989

Abstract

In combining economic forecasts a problem often faced is that the individual forecasts display some degree of dependence.

Keywords: Combining Forecasts; Multicollinearity

JEL Classification: C53

Suggested Citation

Guerard, John and Clemen, Robert T., Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts (June 1, 1989). Journal of Forecasting, Volume 8, 1989, 231-238.. Available at SSRN: https://ssrn.com/abstract=2746009 or http://dx.doi.org/10.2139/ssrn.2746009

John Guerard (Contact Author)

McKinley Capital Management, LLC ( email )

3301 C St # 500
Anchorage, AK 99503
United States

Robert T. Clemen

Duke University ( email )

100 Fuqua Drive
Durham, NC 27708-0204
United States

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