Generalised density forecast combinations
From MaRDI portal
Publication:2354855
DOI10.1016/j.jeconom.2015.02.047zbMath1337.62292MaRDI 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
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
91B84: Economic time series analysis
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