Conditional predictive density evaluation in the presence of instabilities
Barbara Rossi; Tatevik Sekhposyan
| Year of publication: |
2013
|
|---|---|
| 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 | Bootstrap-Verfahren | Bootstrap approach | Strukturbruch | Structural break | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254876