## Abstract We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast encompassing, present the limiting distributions of the test statistics, and investigate the impact of estimating t
Forecasting combination and encompassing tests
โ Scribed by Yue Fang
- Book ID
- 114174697
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 67 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0169-2070
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