{"created":"2021-03-01T07:02:17.500867+00:00","id":42405,"links":{},"metadata":{"_buckets":{"deposit":"e60b13ca-eadc-4767-ad03-df7fe283afaa"},"_deposit":{"id":"42405","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42405"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042405","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-09","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-369","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper introduces new ways to construct probability integral transforms of random vectors that complement the approach of Diebold, Hahn, and Tay (1999) for evaluating multivariate conditional density forecasts. Our approach enables us to \"scan\" multivariate densities in various di.erent ways. A simple bivariate normal example is given that illustrates how \"scanning\" a multivariate density from particular angles leads to tests with no power or high power. An empirical example is also given that applies several di.erent probability integral transforms to specification testing of Engle's (2002) dynamic conditional correlation model for multivariate financial returns time series with multivariate normal and t errors.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2005/2005cf369ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ishida, Isao"}],"nameIdentifiers":[{"nameIdentifier":"97617","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Density forecast evaluation","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate conditional density","subitem_subject_scheme":"Other"},{"subitem_subject":"probability integral transform","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate GARCH","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Scanning Multivariate Conditional Densities with Probability Integral Transforms","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Scanning Multivariate Conditional Densities with Probability Integral Transforms"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42405","relation_version_is_last":true,"title":["Scanning Multivariate Conditional Densities with Probability Integral Transforms"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:35.811888+00:00"}