Bilio, M., Casarin, R., Ravazzolo, F. and van Dijk, H. (2013). Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics, 177(2):213--232.
-
Affiliated authorsHerman van Dijk, Francesco Ravazzolo
-
Publication year2013
-
JournalJournal of Econometrics