This site provides supplemental material for the paper 'Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models' by James Younker.
The appendix and replication files are provided below.
Appendixes A, B, C and D are included in the file for download.
The replication files 'program for simulations' and 'readme' files have been converted to PDF. To run the program in EViews the code needs to be copied to a text file and given a .PRG extension. Additional instructions for the programs is provided in the two readme files.
The full discussion paper and replication files are provided below. For the purposes of online dissemination the 'program for simulations' and 'readme' files have been converted to PDF. To run the program in EViews the code needs to be copied to a text file and given a .PRG extension.
DOI of publication: https://doi.org/10.34989/sdp-2022-19
ORCID: 0000-0002-3006-190X
Copyright © 2024 Effective Degrees of Freedom for Forecast Combinations - James Younker - All Rights Reserved.
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