A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
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More about this item
Keywords
Likelihood ratio test; Markov Chain; Density forecasting;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-04-11 (Econometrics)
- NEP-ETS-2014-04-11 (Econometric Time Series)
- NEP-FOR-2014-04-11 (Forecasting)
- NEP-GER-2014-04-11 (German Papers)
- NEP-ORE-2014-04-11 (Operations Research)
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