C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:28:11+00:00A Consistent Test for Multivariate Conditional Distributions
https://www.bankofcanada.ca/2009/12/working-paper-2009-34/
We propose a new test for a multivariate parametric conditional distribution of a vector of variables yt given a conditional vector xt.2009-12-15T14:54:46+00:00enA Consistent Test for Multivariate Conditional Distributions2009-12-15Econometric and statistical methodsWorking Paper 2009-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-34.pdfA Consistent Test for Multivariate Conditional DistributionsFuchun LiGreg TkaczDecember 2009CC1C12C2C22