The Model Confidence Set (Q153516): Difference between revisions

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27 April 2011
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The Model Confidence Set (English)
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Property / author: Peter Reinhard Hansen / rank
 
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Property / author: Asger Lunde / rank
 
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Property / author: James M. Nason / rank
 
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Property / Mathematics Subject Classification ID: 65C60 / rank
 
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model confidence set
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model selection
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forecasting
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Latest revision as of 08:58, 30 July 2024

scientific article
Language Label Description Also known as
English
The Model Confidence Set
scientific article

    Statements

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    79
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    453-497
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    2011
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    27 April 2011
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    The Model Confidence Set (English)
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    model confidence set
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    model selection
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    forecasting
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    multiple comparisons
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