A consistent test for nonlinear out of sample predictive accuracy. (Q1858975)

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scientific article; zbMATH DE number 1869229
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    A consistent test for nonlinear out of sample predictive accuracy.
    scientific article; zbMATH DE number 1869229

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      A consistent test for nonlinear out of sample predictive accuracy. (English)
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      17 February 2003
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      conditional \(p\)-value
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      nonlinear causality
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      out of sample predictive accuracy
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      parameter estimation error
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      tables
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