Density forecast evaluation in unstable environments
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DOI: 10.1016/j.ijforecast.2016.10.003
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- Gloria Gonzalez-Rivera & Yingying Sun, 2016. "Density Forecast Evaluation in Unstable Environments," Working Papers 201606, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
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Cited by:
- Emilio Zanetti Chini, 2018.
"Forecasters’ utility and forecast coherence,"
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- Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," DEM Working Papers Series 145, University of Pavia, Department of Economics and Management.
- Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," CREATES Research Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
- Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
- Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
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Keywords
Generalized autocontour-based testing; Structural breaks; Phillips curve;All these keywords.
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