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Generalised Density Forecast Combinations
Fawcett, Nicholas - 2014
Density forecast combinations are becoming increasingly popular as a means of improving forecast ‘accuracy', as measured by a scoring rule. In this paper we generalise this literature by letting the combination weights follow more general schemes. Sieve estimation is used to optimise the score...
Persistent link: https://www.econbiz.de/10013055926
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Generalised Density Forecast Combinations
Fawcett, Nicholas - 2014
Density forecast combinations are becoming increasingly popular as a means of improving forecast 'accuracy', as measured by a scoring rule. In this paper we generalise this literature by letting the combination weights follow more general schemes. Sieve estimation is used to optimise the score...
Persistent link: https://www.econbiz.de/10013057841
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The utility of expectational data : firm-level evidence using matched qualitative-quantitative UK surveys
Lui, Silvia; Mitchell, James; Weale, Martin - 2009
Persistent link: https://www.econbiz.de/10003993621
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The utility of expectational data : firm-level evidence using matched qualitative-quantitative UK surveys
Lui, Silvia; Mitchell, James; Weale, Martin - In: International journal of forecasting 27 (2011) 4, pp. 1128-1146
Persistent link: https://www.econbiz.de/10009316801
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Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie (contributor); Mitchell, James (contributor) - 2008
Persistent link: https://www.econbiz.de/10003786844
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Confidence and leading indicators : introduction
Mitchell, James - In: National Institute economic review 210 (2009), pp. 61-62
Persistent link: https://www.econbiz.de/10003895284
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Architects as nowcasters of housing construction
Holmes, Mark J.; Mitchell, James; Silverstone, Brian - In: National Institute economic review 210 (2009), pp. 111-122
Persistent link: https://www.econbiz.de/10003895296
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Where are we now? : the UK recession and nowcasting GDP growth using statistical models
Mitchell, James - In: National Institute economic review 209 (2009), pp. 60-69
Persistent link: https://www.econbiz.de/10003869364
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Nowcasting and predicting data revisions in real time using qualitative panel survey data
Matheson, Troy (contributor); Mitchell, James (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003410248
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Combining density forecasts
Hall, Stephen G.; Mitchell, James - In: International journal of forecasting 23 (2007) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003438352