On Testing Equal Conditional Predictive Ability Under Measurement Error

DOI10.1080/07350015.2021.2021923arXiv2106.11104OpenAlexW3176997767MaRDI QIDQ6190333

Timo Dimitriadis, Yannick Hoga

Publication date: 5 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.11104

zbMATH Keywords

hypothesis testingforecastingmeasurement errorequal predictive ability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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