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~accessRights:"restricted"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Forecasting model
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
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