Tests of equal accuracy for nested models with estimated factors (Q524817)
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scientific article; zbMATH DE number 6708106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of equal accuracy for nested models with estimated factors |
scientific article; zbMATH DE number 6708106 |
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Tests of equal accuracy for nested models with estimated factors (English)
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26 April 2017
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factor model
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out-of-sample forecasts
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recursive estimation
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predictive ability
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principal components estimator
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