ROBUST FORECAST COMPARISON

DOI10.1017/S0266466616000426zbMath1396.62220OpenAlexW3122890421MaRDI QIDQ5371152

Valentina Corradi, Norman R. Swanson, Sainan Jin

Publication date: 25 October 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466616000426

zbMATH Keywords

robust forecast comparison

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

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Cites Work

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