Nonparametric tests for optimal predictive ability
Stelios Arvanitis, Thierry Post, Valerio Potì, Selcuk Karabati
| Year of publication: |
2021
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|---|---|
| Authors: | Arvanitis, Stelios ; Post, Thierry ; Potì, Valerio ; Karabati, Selcuk |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 881-898
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| Subject: | Empirical likelihood | Forecast comparison | Inflation forecasting | Moment selection | Stochastic Dominance | Prognoseverfahren | Forecasting model | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Inflation | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792879