Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666): Difference between revisions

@@ Property / describes a project that uses @@
+CAViaR
@@ Property / describes a project that uses: CAViaR / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/for.1178
@@ Property / full work available at URL: https://doi.org/10.1002/for.1178 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1980051121
@@ Property / OpenAlex ID: W1980051121 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
+Normal rank
@@ Property / cites work @@
+Predictive density and conditional confidence interval accuracy tests
+Normal rank
@@ Property / cites work @@
+Specification Tests Based on Artificial Regressions
+Normal rank
@@ Property / cites work @@
+Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
+Normal rank
@@ Property / cites work @@
+Validating forecasts of the joint probability density of bond yields: can affine models beat random walk?
+Normal rank
@@ Property / cites work @@
+Non‐monotonic hazard functions and the autoregressive conditional duration model
+Normal rank
@@ Property / cites work @@
+Robust out-of-sample inference
@@ Property / cites work: Robust out-of-sample inference / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Specification Testing and Conditional Moment Tests
+Normal rank
@@ Property / cites work @@
+Model selection tests for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Diagnostic testing and evaluation of maximum likelihood models
+Normal rank
@@ Property / cites work @@
+Q5474883
@@ Property / cites work: Q5474883 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank