Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
| Year of publication: |
2011
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|---|---|
| Authors: | Mitchell, James ; Wallis, Kenneth F. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 26.2011, 6, p. 1023-1041
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