Time-varying combinations of predictive densities using nonlinear filtering

M Bilio, R Casarin, F Ravazzolo, Herman van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

67 Citations (Scopus)
Original languageEnglish
Pages (from-to)213-232
Number of pages20
JournalJournal of Econometrics
Volume177
Issue number2
DOIs
Publication statusPublished - 2013

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