Comparing density forecasts via weighted likelihood ratio tests
Amisano, Gianni and Giacomini, Raffaella
Comparing density forecasts via weighted likelihood ratio tests 2007 - 2007 - 177-190 V. 25 Issue. 2
Economic Statistics
Loss function;Productive ability testing;Scoring rules;
Comparing density forecasts via weighted likelihood ratio tests 2007 - 2007 - 177-190 V. 25 Issue. 2
Economic Statistics
Loss function;Productive ability testing;Scoring rules;