A consistent bootstrap test for conditional density functions with time-dependent data / by Fuchun Li and Greg Tkacz. : FB3-2/101-21E-PDF
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Department/Agency | Bank of Canada. |
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Title | A consistent bootstrap test for conditional density functions with time-dependent data / by Fuchun Li and Greg Tkacz. |
Series title | Bank of Canada working paper1701-93972001-21 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Other formats | Paper-[English] |
Note(s) | "This paper describes a new test for evaluating conditional density functions that remains valid when the data are time-dependent and that is therefore applicable to forecasting problems."--Abstract. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Résumé en français. |
Publishing information | Ottawa - Ontario : Bank of Canada December 2001. |
Description | 47p.graphs, references, tables |
ISSN | 1701-9397 |
Catalogue number |
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Subject terms | Inflation Economic forecasting |
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