Approximately normal tests for equal predictive accuracy in nested models

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Publication:277173

DOI10.1016/j.jeconom.2006.05.023zbMath1418.62432OpenAlexW3124690764WikidataQ59486383 ScholiaQ59486383MaRDI QIDQ277173

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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