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Tests of conditional predictive ability
Title
Tests of conditional predictive ability
Author
Giacomini, Raffaella, White, Halbert
Date
2003
Genre
working paper
Hypernormal Densities
Title
Hypernormal Densities
Author
Giacomini, Raffaella, Gottschling, Andreas, Haefke, Christian, White, Halbert
Date
2002
Genre
working paper
Aggregation of Space-Time Processes
Title
Aggregation of Space-Time Processes
Author
Giacomini, Raffaella, Granger, Clive
Date
2002
Genre
working paper
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Title
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
Author
Giacomini, Raffaella
Date
2002
Genre
working paper
Evaluation and Combination of Conditional Quantile Forecasts
Title
Evaluation and Combination of Conditional Quantile Forecasts
Author
Giacomini, Raffaella, Komunjer, Ivana
Date
2003
Genre
working paper

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Author/Creator

  • Giacomini, Raffaella (5) + -
  • White, Halbert (2) + -
  • Gottschling, Andreas (1) + -
  • Granger, Clive (1) + -
  • Haefke, Christian (1) + -
  • Komunjer, Ivana (1) + -

Date Created/Issued

2001 - 2004
(years)
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Format: 2023/05/31

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  • Faculty Works (5) + -

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  • Arts and Sciences (5) + -

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  • Economics (5) + -

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  • working paper (5) + -

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