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PreprintPredictive Density Evaluation

Valentina Corradi2005

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Preprintgreen2005

Predictive Density Evaluation

Valentina Corradi · Norman Rasmus Swanson

42 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Financial Risk and Volatility Modeling Statistical Methods and Inference

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References

2001Econometric Analysis of Cross Section and Panel Data 2021Econometric Analysis of Panel Data 1994Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1980Testing for causality 2006Tests of Conditional Predictive Ability

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2019The Evolution of Forecast Density Combinations in Economics

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2006Chapter 5 Predictive Density Evaluationchapter · 44 shared references 2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*article · 18 shared references 2005Predictive density and conditional confidence interval accuracy testsarticle · 17 shared references 2013Advances in Forecast Evaluationchapter · 15 shared references 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Themarticle · 15 shared references 2002Evaluating Long-Horizon Forecastspreprint · 15 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations42

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2139/ssrn.812104

openalex_workW1572507651

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