Asymptotic Inference about Predictive Ability (Q4895056)
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scientific article; zbMATH DE number 934150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Inference about Predictive Ability |
scientific article; zbMATH DE number 934150 |
Statements
Asymptotic Inference about Predictive Ability (English)
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13 October 1996
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forecast evaluation
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model comparison
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simulations
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moments of smooth functions
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out-of-sample predictions
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prediction errors
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efficiency
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predictive ability
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nonlinear models
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estimated regression parameters
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0.93223375
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0.92305624
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0.9197463
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0.90834296
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0.9065854
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