Pages that link to "Item:Q3375348"
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The following pages link to A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348):
Displaying 11 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- How to compare interpretatively different models for the conditional variance function (Q5123593) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
