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Moment tests for density forec...
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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Year of publication:
2011
Authors:
Chen, Yi‐Ting
Published in:
Journal of forecasting
. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 30.2011, 4, p. 409-451
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Type of publication:
Article
Source:
OLC-SSG Economic Sciences
Persistent link: https://www.econbiz.de/10009164876
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