Alternative tests for correct specification of conditional predictive densities (Q1739884): Difference between revisions

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+W3122976219
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+Time-varying combinations of predictive densities using nonlinear filtering
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+Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
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+Bootstrap conditional distribution tests in the presence of dynamic misspecification
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+Handbook of economic forecasting. Volume 1
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+A real-time data set for macroeconomists
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+Stochastic Limit Theory
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+Likelihood-based scoring rules for comparing density forecasts in tails
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+Q5684085
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+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
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+Autocontours: Dynamic Specification Testing
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+Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?
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+Q4328700
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+Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Q3395931
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+Table for Estimating the Goodness of Fit of Empirical Distributions
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+Modification of the Kolmogorov-Smirnov Statistic for Use with Correlated Data
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