Tests of equal forecast accuracy for overlapping models
Year of publication: |
2014
|
---|---|
Authors: | Clark, Todd E. ; McCracken, Michael W. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 3, p. 415-430
|
Subject: | overlapping models | prediction | out-of-sample | Theorie | Theory | Prognoseverfahren | Forecasting model | Overlapping Generations | Overlapping generations | Statistischer Test | Statistical test |
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