Pages that link to "Item:Q5952034"
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The following pages link to Encompassing tests when no model is encompassing (Q5952034):
Displayed 3 items.
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)