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  • Search: subject:"probability integral transform"
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Year of publication
Subject
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probability integral transform 21 Probability integral transform 17 Statistical distribution 15 Statistische Verteilung 15 Theorie 14 Theory 14 Forecasting model 11 Prognoseverfahren 11 Probability theory 10 Wahrscheinlichkeitsrechnung 10 Forecast 7 Prognose 7 Density forecasts 5 Economic forecast 5 Statistical test 5 Statistischer Test 5 Survey of Professional Forecasters 5 Wirtschaftsprognose 5 Estimation theory 4 GARCH 4 Kullback-Leibler information criterion 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Risiko 4 Risk 4 Schätztheorie 4 Weak convergence 4 density forecasts 4 ARCH model 3 ARCH-Modell 3 Bayesian inference 3 Conditional distribution 3 Continuous-time model 3 Empirical process 3 Estimation 3 Goodness-of-fit 3 Kolmogorov-Smirnov 3 Parameter uncertainty 3 Probability Integral Transform 3 Real-time 3
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Online availability
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Free 33 Undetermined 16 CC license 2
Type of publication
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Article 25 Book / Working Paper 24 Other 2
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 9 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 3 research-article 1
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Language
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English 30 Undetermined 19 German 2
Author
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Rossi, Barbara 6 Sekhposyan, Tatevik 6 Ganics, Gergely 4 Kheifets, Igor 4 Kiss, Tamás 4 Kolkiewicz, Adam W. 4 Men, Zhongxian 4 Wirjanto, Tony S. 4 Österholm, Pär 4 Ganics, Gergely Akos 3 Goldman, Matt 3 Hong, Yongmiao 3 Kaplan, David M. 3 Nguyen, Hoang 3 Tsyplakov, Alexander 3 Amisano, Gianni 2 Bera, Anil K. 2 Gençay, Ramazan 2 Geweke, John 2 Ghosh, Aurobindo 2 Li, Haitao 2 McNeil, Alexander J. 2 Selçuk, Faruk 2 Velasco, Carlos 2 Yun, Jaeho 2 Azzalini, Adelchi 1 Bai, Lan 1 Chen, Xiaohong 1 Emmer, Suzanne 1 Fan, Yanqin 1 Faruk Selçuk 1 Genest, Christian 1 Gneiting, Tilmann 1 Grimit, Eric 1 Harvey, Andrew 1 Held, Leonhard 1 Javed, Farrukh 1 Johnson, Nicholas 1 Kheifets, Igor L. 1 Kratz, Marie 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Econometric Society 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Economics Department, University of Missouri 1 European Central Bank 1 HAL 1 Rimini Centre for Economic Analysis (RCEA) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Vanderbilt University Department of Economics 1
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Published in...
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Journal of econometrics 3 Studies in Nonlinear Dynamics & Econometrics 3 Cowles Foundation Discussion Papers 2 Documentos de trabajo / Banco de España 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 MPRA Paper 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Working Paper 2 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied Econometrics 1 Applied economics 1 Barcelona GSE working paper series : working paper 1 ECB Working Paper 1 Econometric Society 2004 Australasian Meetings 1 Econometric Society 2004 North American Summer Meetings 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 International Journal of Forecasting 1 International journal of finance & economics : IJFE 1 International journal of forecasting 1 Journal of financial econometrics 1 Journal of money, credit and banking : JMCB 1 Post-Print / HAL 1 Risks 1 Risks : open access journal 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 The econometrics journal 1 Vanderbilt University Department of Economics Working Papers 1 Working Paper Series / European Central Bank 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 1 Working Papers / Economics Department, University of Missouri 1 Working paper series / Department of Economics, University of Missouri-Columbia 1 Working papers 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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RePEc 22 ECONIS (ZBW) 20 EconStor 6 BASE 2 Other ZBW resources 1
Showing 51 - 51 of 51
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A Visual Goodness-of-Fit Test for Econometric Models
Ramazan Gençay; Faruk Selçuk - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 3, pp. 157-167
This paper designs a visual goodness-of-fit test based on the probability integral transformation of the residuals of an estimated model. We illustrate the method with histograms and correlograms of transformed series for different distributions of disturbances in simulated models. An...
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