Evaluating multivariate forecast densities: a comparison of two approaches

B-Tier
Journal: International Journal of Forecasting
Year: 2002
Volume: 18
Issue: 3
Pages: 397-407

Authors (2)

Clements, Michael P. (not in RePEc) Smith, Jeremy (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

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Technical Details

RePEc Handle
repec:eee:intfor:v:18:y:2002:i:3:p:397-407
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25