Generalised density forecast combinations
G. Kapetanios, J. Mitchell, S. Price, N. Fawcett
| Year of publication: |
September 2015
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|---|---|
| Authors: | Kapetanios, George ; Mitchell, James ; Price, Simon ; Fawcett, N. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 150-165
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| Subject: | Density forecasting | Model combination | Scoring rules | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Scoring-Modell | Scoring model | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500286