A sequential test for the specification of predictive densities
Juan Lin and Ximing Wu
| Year of publication: |
2017
|
|---|---|
| Authors: | Lin, Juan ; Wu, Ximing |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 20.2017, 2, p. 190-220
|
| Subject: | Copula | Data-driven smooth test | Portmanteau test | Predictive density | Sequential testing | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757383