Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10001437772
Persistent link: https://www.econbiz.de/10003783061
Persistent link: https://www.econbiz.de/10003888221
Persistent link: https://www.econbiz.de/10003913381
Persistent link: https://www.econbiz.de/10008668619
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (1989). Two models are overlapping when the true model con- tains just a subset of variables common to the larger sets of...
Persistent link: https://www.econbiz.de/10009310965
Persistent link: https://www.econbiz.de/10010414888
Persistent link: https://www.econbiz.de/10009673170
This paper examines the asymptotic and fi nite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (1989). Two models are overlapping when the true model contains just a subset of variables common to the larger sets of...
Persistent link: https://www.econbiz.de/10009296625
Persistent link: https://www.econbiz.de/10003736427