Carroll, Chris (contributor) - 2002 - [Elektronische Ressource]
ccarroll@jhu.edu
Published in the Quarterly Journal of Economics, Volume 118, Number 1, February 2003
December 17, 2002 …://www.econ.jhu.edu/people/carroll.
∗
Department of Economics, The Johns Hopkins University, Baltimore MD 21218-2685.
I. Introduction
Ever since the traditional … of optimality tests proposed in the
Handbook of Statistics by Diebold and Lopez [1996]; the SPF fails only one of these …