Statistical tests for multiple forecast comparison
type: Item
instance of: scholarly article
published in: Journal of Econometrics
volume: 169
issue: 1
page(s): 123-130
publication date: 2012-07-01T00:00:00Z
publication date: 2017-05-12T00:00:00Z
author: Roberto S. Mariano
author: Daniel Preve
title: Statistical tests for multiple forecast comparison
zbMATH Open document ID: 1443.62491
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2331
full work available at URL: S0304407612000152
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6714721
zbMATH Keywords: forecast comparison
zbMATH Keywords: multivariate tests of equal predictive ability
zbMATH Keywords: Diebold-Mariano test
zbMATH Keywords: finite-sample correction
MaRDI profile type: Publication
OpenAlex ID: W2155402679
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DOI: 10.1016/J.JECONOM.2012.01.014
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description: scientific article; zbMATH DE number 6714721