Testing the value of probability forecasts for calibrated combining
Year of publication: |
2015
|
---|---|
Authors: | Lahiri, Kajal ; Peng, Huaming ; Zhao, Yongchen |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 1, p. 113-129
|
Subject: | SPF recession forecasts | Welch-type tests | Autocorrelation and skewness corrections | Beta-transfromed pool | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Prognose | Forecast | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Autokorrelation | Autocorrelation | Konjunktur | Business cycle |
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