Weights and pools for a Norwegian density combination

North American Journal of Economics and Finance

Volumn 22, Issue 1, 2011, Pages 61-76

  Bjørnland, Hilde C ^a   Gerdrup, Karsten ^b   Jore, Anne Sofie ^b   Smith, Christie ^c   Thorsrud, Leif Anders ^a  

^a BI NORWEGIAN BUSINESS SCHOOL   (Norway)

^b NORGES BANK   (Norway)

^c RESERVE BANK OF NEW ZEALAND   (New Zealand)

Author keywords

Density forecasting; Evaluation; KLIC; Model combination

Indexed keywords

EID: 79952709426     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2010.09.001     Document Type: Article

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