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Density forecast revisions and forecast efficiency
We explain that revisions to successive density forecasts of the same outcome, as measured by the Kullback-Leibler Information Criterion, need not be unpredictable, unlike those to conditional mean forecasts, even when the forecaster uses information efficiently. However one can still test the efficiency of fixed-event conditional density forecasts, similarly to conditional mean forecasts, by t...
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ژورنال
عنوان ژورنال: Economic Outlook
سال: 2021
ISSN: ['1468-0319', '0140-489X']
DOI: https://doi.org/10.1111/1468-0319.12527