RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (7)
z
k
,
t
=
D
k
y
k
,
t
+
ν
k
,
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiOEamaaBa aaleaacaWGRbGaaiilaiaadshaaeqaaOGaeyypa0JaamiramaaBaaa leaacaWGRbaabeaakiaadMhadaWgaaWcbaGaam4AaiaacYcacaWG0b aabeaakiabgUcaRiabe27aUnaaBaaaleaacaWGRbGaaiilaiaadsha aeqaaaaa@45E4@