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RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (3)
ξ
t
=
F
ξ
ξ
t
−
1
+
ν
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdG3aaS baaSqaaiaadshaaeqaaOGaeyypa0JaamOramaaBaaaleaacqaH+oaE aeqaaOGaeqOVdG3aaSbaaSqaaiaadshaiiaacqWFsislcaaIXaaabe aakiabgUcaRiabe27aUnaaBaaaleaacaWG0baabeaaaaa@450E@