Combining p-values for multivariate predictive ability testing
Year of publication: |
2023
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Authors: | Spreng, Lars ; Urga, Giovanni |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 765-777
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Subject: | Exchange rates | Forecasting evaluation | Intersection-union tests | Predictive Accuracy | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Statistischer Test | Statistical test | Prognose | Forecast | Schätztheorie | Estimation theory |
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