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3 hits:
Working Paper

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity

Kajal Lahiri, Huaming Peng, Xuguang Sheng
CESifo, Munich, 2015
CESifo Working Paper No. 5468

Working Paper

Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation

Kajal Lahiri, Liu Yang
CESifo, Munich, 2015
CESifo Working Paper No. 5290

Working Paper

A Non-linear Forecast Combination Procedure for Binary Outcomes

Kajal Lahiri, Liu Yang
CESifo, Munich, 2015
CESifo Working Paper No. 5175