Generalised density forecast combinations
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More about this item
Keywords
Density Forecasting; Model Combination; Scoring Rules;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2014-04-18 (Econometric Time Series)
- NEP-FOR-2014-04-18 (Forecasting)
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