Comparing density forecasts via weighted likelihood ratio tests
Year of publication: |
2007
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Authors: | Amisano, Gianni ; Giacomini, Raffaella |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 2, p. 177-190
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Subject: | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Inflation | Phillips-Kurve | Phillips curve | USA | United States | 1958-2004 |
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