Approximately normal tests for equal predictive accuracy in nested models (Q277173): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124690764 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59486383 / rank
 
Normal rank
Property / cites work
 
Property / cites work: What does the yield curve tell us about GDP growth? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advertising and Aggregate Consumption: An Analysis of Causality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2783447 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric Evaluation of Linear Macro-Economic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of equal forecast accuracy and encompassing for nested models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating Direct Multistep Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent test for nonlinear out of sample predictive accuracy. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting the term structure of government bond yields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Conditional Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predicting the Equity Premium with Dividend Ratios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Inference about Predictive Ability / rank
 
Normal rank

Latest revision as of 22:52, 11 July 2024

scientific article
Language Label Description Also known as
English
Approximately normal tests for equal predictive accuracy in nested models
scientific article

    Statements

    Approximately normal tests for equal predictive accuracy in nested models (English)
    0 references
    0 references
    0 references
    4 May 2016
    0 references
    out of sample
    0 references
    causality
    0 references
    random walk
    0 references
    testing
    0 references
    efficient markets
    0 references
    principle of parsimony
    0 references

    Identifiers