Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness

B-Tier
Journal: Journal of Applied Econometrics
Year: 2011
Volume: 26
Issue: 6
Pages: 1023-1040

Authors (2)

James Mitchell (Federal Reserve Bank of Clevel...) Kenneth F. Wallis (University of Warwick)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:japmet:v:26:y:2011:i:6:p:1023-1040
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-26