On bootstrapping tests of equal forecast accuracy for nested models

Firmin Doko Tchatoka and Qazi Haque

No 20-06, Economics Discussion / Working Papers from The University of Western Australia, Department of Economics

Keywords: Out-of-sample forecasts; HAC estimator; Moving block bootstrap; Bootstrap consistency (search for similar items in EconPapers)
JEL-codes: C12 C15 C32 (search for similar items in EconPapers)
Pages: 42
Date: 2020
New Economics Papers: this item is included in nep-dcm and nep-for
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Related works:
Journal Article: On bootstrapping tests of equal forecast accuracy for nested models (2023)
Working Paper: On bootstrapping tests of equal forecast accuracy for nested models (2020)
Working Paper: On bootstrapping tests of equal forecast accuracy for nested models (2020)
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