Order‐invariant tests for proper calibration of multivariate density forecasts
| Year of publication: |
2020
|
|---|---|
| Authors: | Dovern, Jonas ; Manner, Hans |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 35.2020, 4 (26.03.), p. 440-456
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2755 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012189323