Pairwise Tests of Equal Forecast Accuracy

This essay reviews recent work regarding pairwise tests of equal forecast accuracy between nested and non-nested models. While some technical details are given, special emphasis is placed on the practical implementation of the tests

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Year of publication:	2006
Authors:	McCracken, Michael W.
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Statistischer Test \| Statistical test

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Quantile Journal, Vol. 1, pp. 53-62, 2006
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014055171