Pages that link to "Item:Q1739884"
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The following pages link to Alternative tests for correct specification of conditional predictive densities (Q1739884):
Displaying 9 items.
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails (Q6193076) (← links)
- Modeling and Forecasting Macroeconomic Downside Risk (Q6626267) (← links)