A predictability test for a small number of nested models
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Publication:2451812
DOI10.1016/j.jeconom.2014.04.016zbMath1311.62111OpenAlexW3125302523MaRDI QIDQ2451812
Hyungsik Roger Moon, Kirstin Hubrich, Eleonora Granziera
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/154013
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Paired and multiple comparisons; multiple testing (62J15)
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