Bilio, M., Casarin, R., Ravazzolo, F. and van Dijk, H.K. (2013). Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics, 177(2):213--232.


  • Affiliated authors
    Herman van Dijk, Francesco Ravazzolo
  • Publication year
    2013
  • Journal
    Journal of Econometrics