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Search: subject:"Dynamic Mis-specification"
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Instability
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Bootstrap approach
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Dynamic Mis-specification
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dynamic mis-specification
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Rossi, Barbara
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Sekhposyan, Tatevik
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Sehkposyan, Tatevik
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Barcelona Graduate School of Economics (Barcelona GSE)
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Department of Economics and Business, Universitat Pompeu Fabra
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Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
Department of Economics and Business, Universitat …
-
2013
-type tests for the correct specification of predictive densities robust to
dynamic
mis-specification
. The novelty is that the …
Persistent link: https://www.econbiz.de/10010849628
Saved in:
2
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of Econometrics
177
(
2013
)
2
,
pp. 199-212
-type tests for the correct specification of predictive densities robust to
dynamic
mis-specification
. The novelty is that the …
Persistent link: https://www.econbiz.de/10011052231
Saved in:
3
Conditional Predictive Density Evaluation in the Presence of Instabilities
Rossi, Barbara
;
Sehkposyan, Tatevik
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2013
-type tests for the correct specification of predictive densities robust to
dynamic
mis-specification
. The novelty is that the …
Persistent link: https://www.econbiz.de/10010643190
Saved in:
4
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
Saved in:
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