Narrow search
Showing 1 - 10 of 40
Cover Image
Censored Density Forecasts : Production and Evaluation
Mitchell, James; Weale, Martin - 2021
This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the frequency of outlying observations. We propose...
Persistent link: https://www.econbiz.de/10013226358
Cover Image
Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - In: Journal of applied econometrics 38 (2023) 5, pp. 714-734
Persistent link: https://www.econbiz.de/10014338140
Cover Image
Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - 2021
This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the frequency of outlying observations. We propose...
Persistent link: https://www.econbiz.de/10012587322
Cover Image
Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - 2022
Persistent link: https://www.econbiz.de/10013375498
Cover Image
Should we be surprised by the unreliability of real-time output gap estimates? : Density estimates for the Eurozone
Mitchell, James (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001876883
Cover Image
Density estimates for real-time Eurozone output gap estimates
Mitchell, James - In: Growth and cycle in the Euro-zone, (pp. 310-320). 2006
Persistent link: https://www.econbiz.de/10003412229
Cover Image
Understanding revisions to density forecasts : an application to the survey of professional forecasters
Mitchell, James (contributor) - 2007
Persistent link: https://www.econbiz.de/10003583350
Cover Image
Approximations to the distribution of conditional moment test statistics
Smith, Richard J.; Chesher, Andrew; Peters, Simon A. - 2000
Persistent link: https://www.econbiz.de/10001600687
Cover Image
Generalised empirical likelihood-based kernel density estimation
Oryshchenko, Vitaliy; Smith, Richard J. - 2013
Persistent link: https://www.econbiz.de/10009769053