Higher moment constraints for predictive density combination

Laurent Pauwels, Peter Radchenko, Andrey L. Vasnev

Year of publication:	2020
Authors:	Pauwels, Laurent ; Radchenko, Peter ; Vasnev, Andrey L.
Publisher:	[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis
Subject:	Forecast combinations \| Predictive densities \| Moment constraints \| Financial data \| Prognoseverfahren \| Forecasting model \| Statistische Verteilung \| Statistical distribution \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

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