Higher moment constraints for predictive density combination

Saved in:

Authors and Corporations:

Pauwels, Laurent (Author), Radchenko, Peter (Author), Vasnev, Andrey L. (Author)

Other Authors:

Radchenko, Peter [Author] • Vasnev, Andrey L. [Author]

Type of Resource:

E-Book

Language:

English

published:

[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2020

Series:

Subjects:

Forecast combinations

Predictive densities

Moment constraints

Financial data

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Australian National University: CAMA working paper series