The impact of sampling variability on estimated combinations of distributional forecasts

Ryan Zischke, Gael M. Martin, David T. Frazier, D.S. Poskitt

Year of publication:	[2022]
Authors:	Zischke, Ryan ; Martin, Gael M. ; Frazier, David T. ; Poskitt, Donald Stephen
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	Forecast Combination \| Forecast Combination Puzzle \| Probabilistic Forecasting \| Scoring Rules \| S&P500 Forecasting \| Two-Stage Estimation \| Prognoseverfahren \| Forecasting model \| Stichprobenerhebung \| Sampling \| Prognose \| Forecast \| Schätztheorie \| Estimation theory \| Wahrscheinlichkeitsrechnung \| Probability theory

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