Combining p-values for Multivariate Predictive Ability Testing
Year of publication: |
[2022]
|
---|---|
Authors: | Spreng, Lars ; Urga, Giovanni |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business and Economic Statistics Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 5, 2022 erstellt |
Classification: | C01 - Econometrics ; C12 - Hypothesis Testing ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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