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  • Search: subject:"Autocorrelation and skewness corrections"
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Subject
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Autocorrelation and skewness corrections 2 Beta-transfromed pool 2 SPF recession forecasts 2 Welch-type tests 2 Autocorrelation 1 Autokorrelation 1 Business cycle 1 Economic forecast 1 Estimation 1 Estimation theory 1 Forecast 1 Forecasting model 1 Frühindikator 1 Konjunktur 1 Leading indicator 1 Probability theory 1 Prognose 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Wahrscheinlichkeitsrechnung 1 Wirtschaftsprognose 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Lahiri, Kajal 2 Peng, Huaming 2 Zhao, Yongchen 2
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International Journal of Forecasting 1 International journal of forecasting 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International Journal of Forecasting 31 (2015) 1, pp. 113-129
We combine the probability forecasts of a real GDP decline from the US Survey of Professional Forecasters, after trimming the forecasts that do not have “value”, as measured by the Kuiper Skill Score and in the sense of Merton (1981). For this purpose, we use a simple test to evaluate the...
Persistent link: https://www.econbiz.de/10011117248
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Cover Image
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
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