A consistent bootstrap test for conditional density functions with time-series data

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 863-886

  Li, Fuchun ^a   Tkacz, Greg ^a  

^a BANK OF CANADA   (Canada)

Author keywords

Bootstrap; Conditional density function; Density forecasting

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; PROBABILITY; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING; STATISTICAL METHODS; TIME SERIES ANALYSIS;

ASYMPTOTIC DISTRIBUTION; BOOTSTRAP; CONDITIONAL DENSITY FUNCTION; DENSITY FORECASTING; NULL HYPOTHESIS;

NUMERICAL METHODS;

EID: 33745975827     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.016     Document Type: Article

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