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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.

Détails

Type de ressource
Dataset
Série
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
DOI
https://doi.org/10.34989/drb0-zr06
Autres identifiants
URL: https://degrees-of-freedom.info/
Titre
Supplemental material for "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models"
Créateur
Younker, James (Bank of Canada)
Editeur
Bank of Canada
Date de publication
2024
Langue
Anglais
Note
For inquiries about this resource, please reach out via the Bank of Canada General Inquiries form
Déclaration de disponibilité
Software and code files distributed under BSD 3-Clause Revised license; remainder of files in package distributed under Creative Commons Attribution 4.0 license.
Droits
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)
Référence de la publication
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.
Le document apparaît dans
Recherches de la Banque du Canada > Ensembles de données pour la reproductibilité des résultats de recherche

Éléments liés

Type de lien
Record Is Supplement To
Note de relation
Reproducibility package is associated with peer-reviewed article
Elément lié
Article scientifique
Titre
Calculating effective degrees of freedom for forecast combinations and ensemble models
Identifiant
https://doi.org/10.1016/j.econlet.2024.112137
Date de publication
2025
Volume
247
Numéro
112137
Éditeur
Economics Letters (Elsevier)
Type de lien
Record Is Supplement To
Note de relation
Associated article is first published as Bank of Canada Staff Discussion Paper
Elément lié
Texte
Titre
Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models
Identifiant
https://doi.org/10.34989/sdp-2022-19
Date de publication
2022
Volume
Staff Discussion Paper
Numéro
2022-19
Éditeur
Bank of Canada

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