Tests of equal forecast accuracy and encompassing for nested models

DOI10.1016/S0304-4076(01)00071-9zbMath0980.62105OpenAlexW3125665000WikidataQ127571025 ScholiaQ127571025MaRDI QIDQ5952027

Todd E. Clark, Michael W. McCracken

Publication date: 6 March 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00071-9

zbMATH Keywords

causality forecast accuracy forecast encompassing tables of critical values

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

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