Hall, Stephen G. (contributor); Mitchell, James (contributor) - 2004 - [Elektronische Ressource]
” pooled density forecast. In so doing we bring
together two important but hitherto largely unrelated areas of the forecasting … litera-
ture in economics, density forecasting and forecast combination. We provide simple
Bayesian methods of pooling … density forecast. In so doing
we bring together two important but hitherto largely unrelated areas of the forecasting …