Approximately normal tests for equal predictive accuracy in nested models
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Publication:277173
DOI10.1016/J.JECONOM.2006.05.023zbMATH Open1418.62432OpenAlexW3124690764WikidataQ59486383 ScholiaQ59486383MaRDI QIDQ277173FDOQ277173
Authors: Todd E. Clark, Kenneth D. West 
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0326.pdf
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- Evaluating forecast performance with state dependence
- Shrinkage estimation and forecasting in dynamic regression models under structural instability
- Rare disaster concerns and economic fluctuations
- An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index
- Bitcoin mining activity and volatility dynamics in the power market
- A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
- Forecasting the industrial production using alternative factor models and business survey data
- Adjusting for information content when comparing forecast performance
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- Asymmetric dynamics between uncertainty and unemployment flows in the United States
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