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Testing Interval Forecasts: a GMM-Based Approach

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385898
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:11:46 PM
Last modification on : Tuesday, November 19, 2019 - 9:45:48 AM

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  • HAL Id : hal-01385898, version 1

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Elena Ivona Dumitrescu, Christophe Hurlin, Jaouad Madkour. Testing Interval Forecasts: a GMM-Based Approach. Journal of Forecasting, Wiley, 2013, 32, pp.97 - 110. ⟨hal-01385898⟩

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