ERRATUM

• Date: 01 March 2018
• Published date: 01 March 2018
• DOI: http://doi.org/10.1002/for.2304

Journalof Forecasting,J. Forecast. 37, 257 (2018)

Published online in Wiley Online Library (wileyonlinelibrary.com)DOI: 10.1002/for.2304

ERRATUM

Journal of Forecasting

Vol. 30, 2011, Pages: 409-450

Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty

Yi-T ing C he n

In the above paper, (39) was misspelled as †OD†oC.21/DoB1

oD>

o, and should be corrected as †OD

†oC.221/DoB1

oD>

o. The associated estimator and out-of-sample test statistic should be modified accordingly.

The simulation and empirical results are based on the fixed-sampling scheme (with 1D0) and hence not influenced

by this correction. In addition, (49) should be read with the statement: "t>1=2

!

!,where!WD exp !2and

2

!WD exp !2exp !21.

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