The model confidence set
by Peter R. Hansen, Asger Lunde and James M. Nason
| Year of publication: |
2011
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|---|---|
| Authors: | Hansen, Peter Reinhard ; Lunde, Asger ; Nason, James Michael |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 79.2011, 2, p. 453-497
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| Subject: | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009124290