On bootstrapping tests of equal forecast accuracy for nested models
by Firmin Doko Tchatoka and Qazi Haque
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Doko Tchatoka, Firmin ; Haque, Qazi |
| Publisher: |
[Crawley, WA] : The University of Western Australia, Department of Economics |
| Subject: | Out-of-sample forecasts | HAC estimator | Moving block bootstrap | Bootstrap consistency | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper. - Crawley, WA : [Verlag nicht ermittelbar], ZDB-ID 2418818-9. - Vol. 20, 06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208767