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A consistent bootstrap test for conditional density functions with time-dependent data / by Fuchun Li and Greg Tkacz.: FB3-2/101-21E

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615853&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleA consistent bootstrap test for conditional density functions with time-dependent data / by Fuchun Li and Greg Tkacz.
Series title
  • Working paper 1192-5434 2001-21
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[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.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2001.
BindingSoftcover
Descriptionv, 38p. : graphs, references, tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/101-21E
Subject terms
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