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

Nonlinear Models and Forecasting-Topic Contributed session of the Business and Economic Statistics Section, American Statistical Association Meetings, New York, 11-15 August 2002

Citation

GHOSH, Aurobindo. A Formal Test of Density Forecast Evaluation. (2002). Nonlinear Models and Forecasting-Topic Contributed session of the Business and Economic Statistics Section, American Statistical Association Meetings, New York, 11-15 August 2002.
Available at: https://ink.library.smu.edu.sg/soe_research/1066