Generalised density forecast combinations
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Publication:2354855
DOI10.1016/j.jeconom.2015.02.047zbMath1337.62292OpenAlexW3121494657MaRDI QIDQ2354855
Publication date: 27 July 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2014-03/24_2014_fawcett_kapetanios_mitchell_price.pdf
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)
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