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New Methods For Forecast Evaluation

Veröffentlichungen

Alternative tests for correct specification of conditional predictive densities

Autoren: Tatevik Sekhposyan; Barbara Rossi
Dauerhafte ID: Digital Object Identifier:10.1016/j.jeconom.2018.07.008

FORECAST RATIONALITY TESTS IN THE PRESENCE OF INSTABILITIES, WITH APPLICATIONS TO FEDERAL RESERVE AND SURVEY FORECASTS

Autoren: Barbara Rossi; Tatevik Sekhposyan
Veröffentlicht in: Wiley 2014
Dauerhafte ID: Digital Object Identifier:10.1002/jae.2440