Skip to content
RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (4)
y
t
d
s
g
e
=
A
X
+
H
′
ξ
t
+
ζ
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiyEamaaDa aaleaacaWG0baabaGaamizaiaadohacaWGNbGaamyzaaaakiabg2da 9iaadgeadaWgaaWcbaGaamiwaaqabaGccqGHRaWkceWGibGbauaacq aH+oaEdaWgaaWcbaGaamiDaaqabaGccqGHRaWkcqaH2oGEdaWgaaWc baGaamiDaaqabaaaaa@472A@