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Supplemental material for "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models"
Younker, James
2024
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Description

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

Replication files for peer-reviewed article published in Economics Letters. Paper published online December 17, 2024. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Details

Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
DOI
https://doi.org/10.34989/drb0-zr06
Other Identifiers
URL: https://degrees-of-freedom.info/
Title
Supplemental material for "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models"
Creator
Younker, James (Bank of Canada)
Publisher
Bank of Canada
Date
2024
Language
English
Availability Statement
Software and code files distributed under BSD 3-Clause Revised license; remainder of files in package distributed under Creative Commons Attribution 4.0 license.
Rights
Creative Commons Attribution 4.0 International, CC-BY-4.0, (https://creativecommons.org/licenses/by/4.0/legalcode)
BSD 3-Clause "New" or "Revised" License, BSD-3-Clause, (https://opensource.org/licenses/BSD-3-Clause)
Publication Citation
Younker, J. 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models." Economics Letters 247 No. 112137. https://doi.org/10.1016/j.econlet.2024.112137.
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

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