Alternative tests for correct specification of conditional predictive densities

authors

• Sekhposyan, Tatevik

published proceedings

• Journal of Econometrics

altmetric score

• 3.75

author list (cited authors)

• Rossi, B., & Sekhposyan, T.

citation count

• 58

complete list of authors

• Rossi, Barbara||Sekhposyan, Tatevik

publication date

• February 2019

publisher

• Elsevier  Publisher

published in

• Journal of Econometrics  Journal

keywords

• Cramer-von Mises Test
• Forecast Evaluation
• Kolmogorov-smirnov Test
• Predictive Density
• Probability Integral Transform

Digital Object Identifier (DOI)

• 10.1016/j.jeconom.2018.07.008

start page

• 638

end page

• 657

volume

• 208

issue

• 2

URL

• https://doi.org/10.1016/j.jeconom.2018.07.008