Predictive ability tests with possibly overlapping models (Q6554207)
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scientific article; zbMATH DE number 7863963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive ability tests with possibly overlapping models |
scientific article; zbMATH DE number 7863963 |
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Predictive ability tests with possibly overlapping models (English)
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12 June 2024
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degeneracy
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uniform inference
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block bootstrap
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out-of-sample evaluation
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excess bond returns
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