Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (Q4614327): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1327873 |
||
| Property / author | |||
| Property / author: Allan G. Timmermann / rank | |||
Revision as of 15:23, 27 February 2024
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)
0 references
30 January 2019
0 references
out-of-sample forecast evaluation
0 references
nested models
0 references
testing
0 references
