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Modeling multi-period inflation uncertainty using a panel of density forecasts
Lahiri, Kajal, (2005)
Comparing density forecasts via weighted likelihood ratio tests
Amisano, Gianni, (2007)
Essays in forecast evaluation
Giacomini, Raffaella, (2003)
On the use of density forecasts to identify asymmetry in forecasters' loss functions
Lahiri, Kajal, (2009)
ARCH models for multi-period forecast uncertainty : a reality check using a panel of density forecasts
Lahiri, Kajal, (2006)