Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Year of publication: |
2011
|
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Authors: | Knüppel, Malte |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Prognoseverfahren | Statistischer Test | Theorie | density forecast evaluation | normality tests |
Series: | Discussion Paper Series 1 ; 2011,32 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-773-2 |
Other identifiers: | 684344750 [GVK] hdl:10419/54982 [Handle] RePEc:zbw:bubdp1:201132 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Evaluating the calibration of multi-step-ahead density forecasts using raw moments
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