Inference about predictive ability
| Year of publication: |
2002
|
|---|---|
| Authors: | McCracken, Michael W. ; West, Kenneth D. |
| Published in: |
A companion to economic forecasting. - Malden, Mass. [u.a.] : Blackwell, ISBN 0-631-21569-7. - 2002, p. 299-321
|
| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory |
-
Asymptotic Inference about Predictive Accuracy Using High Frequency Data
Li, Jia, (2013)
-
Dufour, Jean-Marie, (2014)
-
Complex-valued econometrics with examples in R : modelling, eegression and applications
Svetunʹkov, Sergej Gennadʹevič, (2024)
- More ...
-
Regression-Based Tests of Predictive Ability
West, Kenneth D., (2021)
-
Regression-based tests of predictive ability
West, Kenneth D., (1998)
-
Regression-based tests of predictive ability
West, Kenneth D., (1998)
- More ...