Time-varying combinations of predictive densities using nonlinear filtering

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

Research output: Contribution to journal › Article › Academic › peer-review

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@article{c185a303931c41edb4961f27461347e9,

title = "Time-varying combinations of predictive densities using nonlinear filtering",

author = "M Bilio and R Casarin and F Ravazzolo and {van Dijk}, Herman",

year = "2013",

doi = "10.1016/j.jeconom.2013.04.009",

language = "English",

volume = "177",

pages = "213--232",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Time-varying combinations of predictive densities using nonlinear filtering

AU - Bilio, M

AU - Casarin, R

AU - Ravazzolo, F

AU - van Dijk, Herman

PY - 2013

Y1 - 2013

U2 - 10.1016/j.jeconom.2013.04.009

DO - 10.1016/j.jeconom.2013.04.009

M3 - Article

SN - 0304-4076

VL - 177

SP - 213

EP - 232

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -