IMPROVED ESTIMATION OF THE EXPECTED KULLBACK LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
Year of publication: |
1999
|
---|---|
Authors: | Reschenhofer, Erhard |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 03, p. 377-387
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Evaluation of current research on stock return predictability
Reschenhofer, Erhard, (2019)
-
Macroeconomic forecasting with factor-augmented adjusted band regression
Chudy, Marek, (2019)
-
Frequency-domain evidence for climate change
Mangat, Manveer Kaur, (2020)
- More ...