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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
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