Testing for unconditional predictive ability
Todd E. Clark, Michael W. McCracken
| Year of publication: |
2012
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
The Oxford handbook of economic forecasting. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-994032-5. - 2012
|
| Subject: | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1093/oxfordhb/9780195398649.013.0015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012882037