A consistent test for nonlinear out of sample predictive accuracy. (Q1858975)
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scientific article; zbMATH DE number 1869229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test for nonlinear out of sample predictive accuracy. |
scientific article; zbMATH DE number 1869229 |
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A consistent test for nonlinear out of sample predictive accuracy. (English)
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17 February 2003
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conditional \(p\)-value
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nonlinear causality
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out of sample predictive accuracy
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parameter estimation error
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tables
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