Siliverstovs, Boriss - In: Econometrics : open access journal 9 (2021) 1/11, pp. 1-25
verified by the use of such recursive measures of relative forecast accuracy as Cumulated Sum of Squared Forecast Error … Difference (CSSFED) and Recursive Relative Mean Squared Forecast Error (based on Rearranged observations) (R2MSFE(+R)). Ignoring …