Erratum to: Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Journal of Forecasting, (2011), 30, 4, (409-450), 10.1002/for.1178);Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty

Journal of Forecasting

Volumn 30, Issue 4, 2011, Pages 409-450

  Chen, Yi Ting ^a  

^a INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

density forecast evaluation; moment test; parameter estimation uncertainty; probability integral transformation

Indexed keywords

FORECASTING; INTEGRAL EQUATIONS; TESTING;

CONDITIONAL DISTRIBUTION; DENSITY FORECAST; EMPIRICAL STUDIES; ESTIMATION UNCERTAINTIES; INTEGRAL TRANSFORMATIONS; PARAMETER DEPENDENTS; SIZE DISTORTIONS; SPECIFICATION TEST;

PARAMETER ESTIMATION;

EID: 79959545838     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.2304     Document Type: Erratum

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