Forecast rationality tests based on multi-horizon bounds
Year of publication: |
2012
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Authors: | Patton, Andrew J. ; Timmermann, Allan |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 1, p. 1-16
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Subject: | Experiment | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error |
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