Predictive ability tests with possibly overlapping models

DOI10.1016/j.jeconom.2024.105716MaRDI QIDQ6554207

Daniel Gutknecht, Jack Fosten, Valentina Corradi

Publication date: 12 June 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

degeneracyblock bootstrapuniform inferenceout-of-sample evaluationexcess bond returns

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Predictive ability tests with possibly overlapping models