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Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella - 2002
Persistent link: https://www.econbiz.de/10003887028
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Hypernormal densities
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2002
Persistent link: https://www.econbiz.de/10003887024
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2002
Persistent link: https://www.econbiz.de/10003887032
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Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002911904
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Tests of conditional predictive ability
Giacomini, Raffaella (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002911954