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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Lehrbuch"
~isPartOf:"NBER Working Paper"
~isPartOf:"OECD Tax Statistics"
~person:"Hubrich, Kirstin"
~subject:"Statistical method"
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Journal of applied econometrics
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Forecast evaluation of small nested model sets
Hubrich, Kirstin
;
West, Kenneth D.
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 574-594
Persistent link: https://www.econbiz.de/10008667474
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Forecast Evaluation of Small Nested Model Sets
Hubrich, Kirstin
-
2010
, the two
statistics
that adjust MSPE differences have most accurate size, and the procedure that looks at the maximum t …
Persistent link: https://www.econbiz.de/10012758057
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