Tests of Equal Predictive Ability With Real-Time Data
Year of publication: |
2013
|
---|---|
Authors: | Clark, Todd E. ; McCracken, Michael W. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Kausalanalyse | Causality analysis |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.1005410 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for Granger Causality in Large Mixed-Frequency VARs
Götz, Thomas, (2016)
-
Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Knüppel, Malte, (2011)
-
Hoogerheide, Lennart F., (2011)
- More ...
-
Clark, Todd E., (2008)
-
Tests of equal predictive ability with real-time data
Clark, Todd E., (2008)
-
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E., (2008)
- More ...