Higher moment constraints for predictive density combination

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Bibliographic Details

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:	Australian National University: CAMA working paper series ; 2020, 45 (May 2020)
Subjects:	Forecast combinations Predictive densities Moment constraints Financial data Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen