Effective Degrees of Freedom for Forecast Combinations - James Younker

Effective Degrees of Freedom for Forecast Combinations - James YounkerEffective Degrees of Freedom for Forecast Combinations - James YounkerEffective Degrees of Freedom for Forecast Combinations - James Younker

Effective Degrees of Freedom for Forecast Combinations - James Younker

Effective Degrees of Freedom for Forecast Combinations - James YounkerEffective Degrees of Freedom for Forecast Combinations - James YounkerEffective Degrees of Freedom for Forecast Combinations - James Younker

Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models

This site provides supplemental material for the paper 'Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models' by James Younker.

Supplemental material for current version

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.  

Downloads

Appendix_Nov24_2024 (pdf)Download
readme_for_simulations_section (pdf)Download
program_for_simulations (pdf)Download
Readme_for_application_section (pdf)Download
Fcst.prc (pdf)Download
FCST1.gss (pdf)Download
comb.gss (pdf)Download
EDF_Calc_Nov11_2024 (xlsx)Download

Supplemental material for discussion paper version

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

    

Full Paper

Downloads

program_for_simulations (pdf)Download
readme (pdf)Download

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