Tests of equal forecast accuracy and encompassing for nested models

Todd Clark and Michael McCracken

Journal of Econometrics, 2001, vol. 105, issue 1, 85-110

Date: 2001
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Related works:
Working Paper: Tests of Equal Forecast Accuracy and Encompassing for Nested Models (2000)
Working Paper: Tests of equal forecast accuracy and encompassing for nested models (1999)
Working Paper: Tests of Equal Forecast Accuracy and Encompassing for Nested Models (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:105:y:2001:i:1:p:85-110

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