A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445)
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scientific article; zbMATH DE number 7396081
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| English | A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence |
scientific article; zbMATH DE number 7396081 |
Statements
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (English)
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16 September 2021
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clustered dependence
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Diebold-Mariano test
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moving block bootstrap
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0.7555274963378906
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0.748862624168396
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0.7175796627998352
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0.7024155259132385
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0.7016223073005676
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