## Abstract In this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of KullbackβLeibler divergence. In particular, we apply a similar suite of models to four different datasets and aim at identifying combination methods that perform well throug
Combining Density and Interval Forecasts: A Modest Proposal
β Scribed by Kenneth F. Wallis
- Book ID
- 111046866
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 95 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0140-5543
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