Forecast encompassing tests and probability forecasts (JAE 2010)

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Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Michael P. Clements, David I. Harvey Forecast encompassing tests and probability forecasts JAE 2010 6 1028–1062 C12, C15, C53 Probability forecasts, Encompassing tests, Recession probabilities

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website - - Survey of Professional Forecasters (SPF) - GAUSS

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1097 IDEAS: a/jae/japmet/v25y2010i6p1028-1062.html EconPapers: RePEc:jae:japmet:v:25:y:2010:i:6:p:1028-1062