Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty

YI-TING CHEN2020-12-162020-12-162011https://www.scopus.com/inward/record.uri?eid=2-s2.0-79959545838&doi=10.1002%2ffor.1178&partnerID=40&md5=dde702489bf8b3a5758d7a5a750e7643https://scholars.lib.ntu.edu.tw/handle/123456789/526238Moment tests for density forecast evaluation in the presence of parameter estimation uncertaintyjournal article10.1002/for.11782-s2.0-79959545838