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Loss given default for leasing : parametric and nonparametric estimations

Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375

Persistent link: https://www.econbiz.de/10010403743

Ranking crop yield models using out-of-sample likelihood functions

Norwood, F. Bailey; Roberts, Matthew C.; Lusk, Jayson L. - In: American journal of agricultural economics 86 (2004) 4, pp. 1032-1043

Persistent link: https://www.econbiz.de/10002388564

Combining Predictive Densities Using Bayesian Filtering with Applications to US Economics Data

Billio, Monica - 2012

assessed using statistical and utility-based performance measures for evaluating density forecasts of US macroeconomic time …

Persistent link: https://www.econbiz.de/10013115354

Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data

Billio, Monica - 2012

assessed using statistical and utility-based performance measures for evaluating density forecasts of US macroeconomic time …

Persistent link: https://www.econbiz.de/10013103126

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting

Li, Yushu - 2014

In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This method is an extension of the widely applied evaluation method for interval...

Persistent link: https://www.econbiz.de/10013056416