Pages that link to "Item:Q3018666"
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The following pages link to Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666):
Displaying 4 items.
- A review of copula models for economic time series (Q443763) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach (Q4687301) (← links)