Results 1  10
of
1,972
On the ordering of probability forecasts 1
"... Abstract The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by ..."
Abstract
 Add to MetaCart
Abstract The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by
Combining Probability Forecasts
, 2008
"... Linear pooling is by the far the most popular method for combining probability forecasts. However, any nontrivial weighted average of two or more distinct, calibrated probability forecasts is necessarily uncalibrated and lacks sharpness. In view of this, linear pooling requires recalibration, even i ..."
Abstract

Cited by 7 (0 self)
 Add to MetaCart
Linear pooling is by the far the most popular method for combining probability forecasts. However, any nontrivial weighted average of two or more distinct, calibrated probability forecasts is necessarily uncalibrated and lacks sharpness. In view of this, linear pooling requires recalibration, even
Forecast encompassing tests and probability forecasts
, 2006
"... We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast encompassing, present the limiting distributions of the test statistics, and investigate the impact of estimating the forecastin ..."
Abstract

Cited by 8 (2 self)
 Add to MetaCart
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast encompassing, present the limiting distributions of the test statistics, and investigate the impact of estimating
Selfcalibrating Probability Forecasting
, 2003
"... praktiqeskie vyvody teorii vero�tnoste� mogut bytь obosnovany v kaqestve sledstvi� gipotez o predelьno� pri dannyh ograniqeni�h sloжnosti izuqaemyh �vleni� ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
praktiqeskie vyvody teorii vero�tnoste� mogut bytь obosnovany v kaqestve sledstvi� gipotez o predelьno� pri dannyh ograniqeni�h sloжnosti izuqaemyh �vleni�
Probability Forecasts of Daily Areal Precipitation for Small River Basins Probability Forecasts of Daily Areal Precipitation for Small River Basins
"... Heft 194 Probability Forecasts of Daily Areal Precipitation for ..."
Combining Recession Probability Forecasts from
, 2012
"... This paper analyzes the realtime outofsample performance of three kinds of combination schemes. While for each the set of underlying forecasts is slightly modified, all of them are realtime recession probability forecasts generated by a dynamic probit indicator. Among the considered aggregation ..."
Abstract

Cited by 1 (1 self)
 Add to MetaCart
This paper analyzes the realtime outofsample performance of three kinds of combination schemes. While for each the set of underlying forecasts is slightly modified, all of them are realtime recession probability forecasts generated by a dynamic probit indicator. Among the considered
THE PREDICTIVE POWER OF THE SPF PROBABILITY FORECASTS
"... ABSTRACT The probability forecast of decline in real GDP from the Survey of Professional Forecasters (SPF) has long been used by the various users in the public and private sectors as the predictor of the cyclical movement of the economy. However, its predictive power and forecasting performance ha ..."
Abstract
 Add to MetaCart
ABSTRACT The probability forecast of decline in real GDP from the Survey of Professional Forecasters (SPF) has long been used by the various users in the public and private sectors as the predictor of the cyclical movement of the economy. However, its predictive power and forecasting performance
QUALITY CONTROL FOR PROBABILITY FORECASTS ‘1’
, 1966
"... The meaning of probabilistic weather forecasts is discussed from the point of view of a subjectivist concept of probability. The prior degree of belief of probabilities of the weather in question, for a given forecast statement, is expressed analytically as a beta function. Bzyes ’ theorem is used t ..."
Abstract
 Add to MetaCart
The meaning of probabilistic weather forecasts is discussed from the point of view of a subjectivist concept of probability. The prior degree of belief of probabilities of the weather in question, for a given forecast statement, is expressed analytically as a beta function. Bzyes ’ theorem is used
Extracting Deflation Probability Forecasts from Treasury Yields
"... We construct probability forecasts for episodes of price deflation (i.e., a falling price level) using yields on nominal and real U.S. Treasury bonds. The deflation probability forecasts identify two “deflation scares ” during the past decade: a mild one following the 2001 recession and a more serio ..."
Abstract

Cited by 3 (0 self)
 Add to MetaCart
We construct probability forecasts for episodes of price deflation (i.e., a falling price level) using yields on nominal and real U.S. Treasury bonds. The deflation probability forecasts identify two “deflation scares ” during the past decade: a mild one following the 2001 recession and a more
Results 1  10
of
1,972