Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (Q4614327): Difference between revisions

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Latest revision as of 17:37, 5 March 2024

scientific article; zbMATH DE number 7008695
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English
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
scientific article; zbMATH DE number 7008695

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    Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (English)
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    30 January 2019
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    out-of-sample forecast evaluation
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    nested models
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    testing
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