Tests of Conditional Predictive Ability
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Publication:5307833
DOI10.1111/j.1468-0262.2006.00718.xzbMath1187.91151OpenAlexW3021318637MaRDI QIDQ5307833
Raffaella Giacomini, Halbert White
Publication date: 18 September 2007
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://fmwww.bc.edu/EC-P/wp572.pdf
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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