Combining density and interval forecasts: A modest proposal
UNSPECIFIED. (2005) Combining density and interval forecasts: A modest proposal. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 67 (Suppl. S). pp. 983-994. ISSN 0305-9049Full text not available from this repository.
The finite mixture distribution is proposed as an appropriate statistical model for a combined density forecast. Its implications for measures of uncertainty and disagreement, and for combining interval forecasts, are described. Related proposals in the literature and applications to the U.S. Survey of Professional Forecasters are discussed.
|Item Type:||Journal Article|
|Subjects:||H Social Sciences > HC Economic History and Conditions
H Social Sciences
Q Science > QA Mathematics
|Journal or Publication Title:||OXFORD BULLETIN OF ECONOMICS AND STATISTICS|
|Number of Pages:||12|
|Page Range:||pp. 983-994|
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