Authors:
Jore, Anne Sofie
Mitchell, James
Vahey, Shaun P.
Citation: Jore, Anne Sofie et al., Combining forecast densities from VARs with uncertain instabilities, Journal of applied econometrics , 25(4), 2010, pp. 621-634
Citation: Mitchell, James et F. Wallis, Kenneth, Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness, Journal of applied econometrics , 26(6), 2011, pp. 1023-1040