Encompassing tests when no model is encompassing (Q5952034)

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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

    title
    Encompassing tests when no model is encompassing (English)
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    author
    Kenneth D. West
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    publication date
    2001
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62F05
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    62E20
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    62J05
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    zbMATH DE Number
    1687603
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    OpenAlex ID
    W1969494027
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