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Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation
Mitchell, James, (2005)
Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIEST "fan" charts of inflation
Optimal combination of density forecasts
Hall, Stephen G., (2004)