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Hansen, Peter Reinhard
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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
Saved in:
2
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660753
Saved in:
3
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660807
Saved in:
4
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009764694
Saved in:
5
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009764696
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