Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (Q4614327): Difference between revisions
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scientific article; zbMATH DE number 7008695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics |
scientific article; zbMATH DE number 7008695 |
Statements
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (English)
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30 January 2019
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out-of-sample forecast evaluation
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nested models
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testing
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