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Tests of Conditional Predictive Ability - MaRDI portal

Tests of Conditional Predictive Ability (Q5307833)

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scientific article; zbMATH DE number 5191964
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English
Tests of Conditional Predictive Ability
scientific article; zbMATH DE number 5191964

    Statements

    title
    Tests of Conditional Predictive Ability (English)
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    author
    Raffaella Giacomini
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    Halbert White
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    published in
    Econometrica
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    publication date
    18 September 2007
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    zbMATH Keywords
    forecast evaluation
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    out-of-sample
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    hypothesis text
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    Identifiers

    zbMATH DE Number
    5191964
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    OpenAlex ID
    W3021318637
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