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
Language | Label | Description | Also known as |
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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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