Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models

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Source ISSN: 2225-1146
Author Corradi, Valentina, Swanson, Norman R.
Maintainer CCSD
Last Updated May 13, 2026, 16:26 (UTC)
Created May 13, 2026, 16:26 (UTC)
Identifier hal-00796745
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of Economics ; University of Warwick [Coventry]
creator Corradi, Valentina
date 2011-03-05T00:00:00
harvest_object_id 2ed7e8dc-9634-454f-95c9-17215f5eaca6
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-01-14T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2010.12.009
set_spec type:ART