Testing Predictive Ability and Power Robustification
Year of publication: |
2009-10-05
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Authors: | Song, Kyungchul |
Institutions: | Department of Economics, University of Pennsylvania |
Subject: | Inequality Restrictions | Testing Predictive Ability | One-sided Nonparametric Tests | Power Robustification |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 30 pages |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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