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Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test - MaRDI portal

Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test (Q5975337)

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scientific article from arXiv
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Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test
scientific article from arXiv

    Statements

    publication date
    26 December 2023
    0 references
    arXiv classification
    econ.EM
    0 references

    Identifiers

    arXiv ID
    2312.16099
    0 references
     
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