23-084/III - Localizing Strictly Proper Scoring Rules

• Authors
  Ramon F. A. de Punder, University of Amsterdam; Cees G. H. Diks, University of Amsterdam; Roger J. A. Laeven, University of Amsterdam; Dick J. C. van Dijk, Erasmus University Rotterdam
• Publication date
  December 29, 2023

• Keywords
  Density forecast evaluation, Tests for equal predictive ability, Censoring, Likelihood ratio, CRPS
• JEL
  C12, C24, C52