Statistical tests for multiple forecast comparison (Q105896)
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scientific article; zbMATH DE number 6714721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical tests for multiple forecast comparison |
scientific article; zbMATH DE number 6714721 |
Statements
169
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1
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123-130
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July 2012
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12 May 2017
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Statistical tests for multiple forecast comparison (English)
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forecast comparison
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multivariate tests of equal predictive ability
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Diebold-Mariano test
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finite-sample correction
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0.8550664
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0.85482967
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0.8530781
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