Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Year of publication: |
2011
|
---|---|
Authors: | Chen, Yi-ting |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 4, p. 409-450
|
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Risiko | Risk |
-
A sequential test for the specification of predictive densities
Lin, Juan, (2017)
-
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara, (2019)
-
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara, (2014)
- More ...
-
Generalized Moment Tests for Autoregressive Conditional Duration Models
Chen, Yi-Ting, (2010)
-
Riskiness-minimizing spot-futures hedge ratio
Chen, Yi-Ting, (2014)
-
<italic>M</italic> Tests with a New Normalization Matrix
Chen, Yi-Ting, (2015)
- More ...