Optimal Out-of-Sample Forecast Evaluation under Stationarity
From MaRDI portal
Publication:111810
DOI10.2139/ssrn.3996166MaRDI QIDQ111810
Publication date: 2021
Published in: SSRN Electronic Journal (Search for Journal in Brave)
Related Items (1)
This page was built for publication: Optimal Out-of-Sample Forecast Evaluation under Stationarity