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Malte Knüppel Ordre des livres

    1 janvier 1974
    Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    The empirical (ir)relevance of the interest rate assumption for central bank forecasts
    Forecast-error-based estimation of forecast uncertainty when the horizon is increased
    Approximating fixed-horizon forecasts using fixed-event forecasts
    Forecast uncertainty, disagreement, and the linear pool
    Efficient estimation of forecast uncertainty based on recent forecast errors