A Formal Test of Density Forecast Evaluation

Author

Aurobindo GHOSH, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

2002

Discipline

Economics

Research Areas

Econometrics

Publication

Time Series Methods session of the International Indian Statistical Association Meeting, Northern Illinois University, Dekalb, Illinois, 14-16 June 2002

Citation

GHOSH, Aurobindo. A Formal Test of Density Forecast Evaluation. (2002). Time Series Methods session of the International Indian Statistical Association Meeting, Northern Illinois University, Dekalb, Illinois, 14-16 June 2002.
Available at: https://ink.library.smu.edu.sg/soe_research/1065