Alternative tests for correct specification of conditional...

Journal of Econometrics 2019 / 02 Vol. 208; Iss. 2

Alternative tests for correct specification of conditional predictive densities

Rossi, Barbara, Sekhposyan, Tatevik
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Volume:
208
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.07.008
Date:
February, 2019
File:
PDF, 708 KB
english, 2019
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