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~institution:"C.E.P.R. Discussion Papers"
~institution:"Economics Research, World Bank Group"
~person:"Felfe, Christina"
~person:"Inoue, Atsushi"
~subject:"predictive ability testing"
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predictive ability testing
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Felfe, Christina
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C.E.P.R. Discussion Papers
Economics Research, World Bank Group
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Out-of-Sample Forecast Tests Robust to the Choice of Window Size
Inoue, Atsushi
;
Rossi, Barbara
-
C.E.P.R. Discussion Papers
-
2011
choice of the
estimation
window size. The methodologies involve evaluating the predictive ability of forecasting models over …
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