A Formal Test of Density Forecast Evaluation

A Formal Test of Density Forecast Evaluation

Recent econometricians have shifted their attention from point and interval forecasts of the probability density functions (PDF) of various market variables. One of the main problems in this area has been evaluation of the density forecasts. In this papers, we propose a formal test for density forec...

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書目詳細資料
Main Authors:	BERA, Anil K., GHOSH, Aurobindo
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2003
主題:	Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1391 https://ink.library.smu.edu.sg/context/soe_research/article/2390/viewcontent/Formal_Test_of_Density_Forecast_Evaluation_2003_wp.pdf
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