Out-of-sample forecast tests robust to the choice of window size
Year of publication: |
2012
|
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Authors: | Rossi, Barbara ; Inoue, Atsushi |
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, 3, p. 432-453
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
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