Conditional predictive density evaluation in the presence of instabilities
Year of publication: |
2013
|
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Authors: | Rossi, Barbara ; Sekhposyan, Tatevik |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 199-212
|
Subject: | Predictive density | Dynamic mis-specification | Instability | Structural change | Forecast evaluation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Strukturwandel | Bootstrap-Verfahren | Bootstrap approach |
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