Comparing Density Forecasts Via Weighted Likelihood Ratio Tests : Asymptotic and Bootstrap Methods
Year of publication: |
2002
|
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Authors: | Giacomini, Raffaella |
Publisher: |
[S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Inflation | Phillips-Kurve | Phillips curve |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2002 erstellt |
Other identifiers: | 10.2139/ssrn.340680 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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