Asymptotic Inference about Predictive Ability (Q4895056): Difference between revisions

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Latest revision as of 00:05, 20 March 2024

scientific article; zbMATH DE number 934150
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English
Asymptotic Inference about Predictive Ability
scientific article; zbMATH DE number 934150

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    Asymptotic Inference about Predictive Ability (English)
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    13 October 1996
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    forecast evaluation
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    model comparison
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    simulations
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    moments of smooth functions
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    out-of-sample predictions
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    prediction errors
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    efficiency
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    predictive ability
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    nonlinear models
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    estimated regression parameters
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