Encompassing tests when no model is encompassing (Q5952034): Difference between revisions

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Revision as of 23:47, 4 March 2024

scientific article; zbMATH DE number 1687603
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English
Encompassing tests when no model is encompassing
scientific article; zbMATH DE number 1687603

    Statements

    Encompassing tests when no model is encompassing (English)
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    2001
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    non-nested models
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    \(V\)-procedure
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    model selection
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    forecast combination
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    out of sample
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    misspecification
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    misspecified models
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