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Persistent link: https://www.econbiz.de/10005428925
We consider different methods for combining probability forecasts. In empirical exercises, the data generating process of the forecasts and the event being forecast is not known, and therefore the optimal form of combination will also be unknown. We consider the properties of various combination...
Persistent link: https://www.econbiz.de/10010573791
We consider different methods for combining probability forecasts. In empirical exercises, the data generating process of the forecasts and the event being forecast is not known, and therefore the optimal form of combination will also be unknown. We consider the properties of various combination...
Persistent link: https://www.econbiz.de/10008871337