A new semiparametric test for superior predictive ability
Zongwu Cai; Jiancheng Jiang; Jingshuang Zhang; Xibin Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Cai, Zongwu ; Jiang, Jiancheng ; Zhang, Jingshuang ; Zhang, Xibin |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 1, p. 389-405
|
| Subject: | Data snooping | Generalized likelihood ratio | Reality check | Technical trading rules | Variance matrix estimation | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011287553