Exact tests of equal forecast accuracy with an application to the term structure of interest rates
by Richard Luger
| Year of publication: |
2004
|
|---|---|
| Authors: | Luger, Richard |
| Publisher: |
Ottawa, Ontario : Bank of Canada |
| Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
| Extent: | V, 28 S |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa, ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2004,2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.bankofcanada.ca/publications/working.papers/2004/wp04-2.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
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