A predictability test for a small number of nested models
Year of publication: |
2014
|
---|---|
Authors: | Granziera, Eleonora ; Hubrich, Kirstin ; Moon, Hyungsik Roger |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 1, p. 174-185
|
Subject: | Point-forecast evaluation | Multi-model comparison | Fixed regressors bootstrap | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
A fast algorithm for finding the confidence set of large collections of models
Barde, Sylvain, (2015)
-
Fosten, Jack, (2021)
-
"Go Wild for a While!" : A New Asymptotically Normal Test for Forecast Evaluation in Nested Models
Pincheira, Pablo M., (2021)
- More ...
-
A predictability test for a small number of nested models
Granziera, Eleonora, (2013)
-
A predictability test for a small number of nested models
Granziera, Eleonora, (2013)
-
A Predictability Test for a Small Number of Nested Models
Granziera, Eleonora, (2013)
- More ...