Encompassing tests when no model is encompassing (Q5952034)
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scientific article; zbMATH DE number 1687603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Encompassing tests when no model is encompassing |
scientific article; zbMATH DE number 1687603 |
Statements
Encompassing tests when no model is encompassing (English)
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2001
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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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0.8253616690635681
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0.8133603930473328
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0.8082996606826782
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