Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness

Publication date: 1 Sep 2011 | Publication type: Journal article/book/chapter | Theme: Macroeconomics | NIESR Author(s): Mitchell, J | External Author(s): Wallis, K.F. | Journal: Journal of Applied Econometrics Vol. 26 | NIESR Discussion Paper Number: 320

External Resources:

http://onlinelibrary.wiley.com/doi/10.1002/jae.1192/pdf

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