Evaluating density forecasts: Forecast combinations, model mixtures, calibration and sharpness

Journal of Applied Econometrics

Volumn 26, Issue 6, 2011, Pages 1023-1040

  Mitchell, James ^a   Wallis, Kenneth F ^b  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80053064860     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1192     Document Type: Article

References (28)

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