In-Sample or Out-of-Sample Tests of Predictability : Which One Should We Use?
Year of publication: |
[2021]
|
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Authors: | Inoue, Atsushi ; Kilian, Lutz |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2002 erstellt |
Other identifiers: | 10.2139/ssrn.358500 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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