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Solution to a problem of stochastic process switching
Smith, Gregor W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 1, pp. 237-239
Persistent link: https://www.econbiz.de/10001102741
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 2, pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
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The Model Confidence Set
Hansen, Peter R.; Lunde, Asger; Nason, James M. - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 2, pp. 453-498
Persistent link: https://www.econbiz.de/10008843546