Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts

International Journal of Forecasting

Volumn 19, Issue 2, 2003, Pages 165-175

  Wallis, Kenneth F ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Bank of England inflation forecasts; Chi squared tests; Density forecasts; Exact inference; Forecast evaluation; Interval forecasts; Likelihood ratio tests

Indexed keywords

EID: 0345388996     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(02)00009-2     Document Type: Article

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