On tail fatness of macroeconomic dynamics
Xiaochun Liu
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Xiaochun |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 62.2019, p. 1-18
|
| Subject: | Encompassing test | Fluctuation test | Forecasting performance decomposition | Model confidence set | Quantile-based tailedness | Tail decomposition | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2019.103154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243478