Predictive density and conditional confidence interval accuracy tests

Valentina Corradi and Norman Swanson ()

Journal of Econometrics, 2006, vol. 135, issue 1-2, 187-228

Date: 2006
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Working Paper: Predective Density and Conditional Confidence Interval Accuracy Tests (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:135:y:2006:i:1-2:p:187-228

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