Comparing Density Forecasts via Weighted Likelihood Ratio...

Comparing Density Forecasts via Weighted Likelihood Ratio Tests

Gianni Amisano and Raffaella Giacomini
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Volume:
25
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638923
Date:
April, 2007
File:
PDF, 1.87 MB
english, 2007
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