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~subject:"Dynamic Misspecification"
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Rossi, Barbara
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Sekhposyan, Tatevik
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Department of Economics and Business, Universitat Pompeu Fabra
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Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
Department of Economics and Business, Universitat …
-
2014
We propose new methods for evaluating predictive densities in an environment where the
estimation
error of the …
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