Comparing predictive accuracy in the presence of a loss function shape parameter
Sander Barendse and Andrew J. Patton
| Year of publication: |
2022
|
|---|---|
| Authors: | Barendse, Sander ; Patton, Andrew J. |
| 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. 40.2022, 3, p. 1057-1069
|
| Subject: | Forecasting | Model selection | Nuisance parameters | Out-of-sample testing | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1896527 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539430