Hsu, PH; Hsu, YC; Kuan, CM - 2010
Bias. In This Paper We Extend The "Superior Predictive Ability" (Spa) Test Of Hansen (2005, Jbes) To A Stepwise Spa Test … The Stepwise Spa Test Is More Powerful Than The Stepwise Reality Check Test Of Romano And Wolf (2005, Econometrica). We …