A consistent test for nonlinear out of sample predictive accuracy

Valentina Corradi and Norman Swanson ()

Journal of Econometrics, 2002, vol. 110, issue 2, 353-381

Date: 2002
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Working Paper: A Consistent Test for Nonlinear Out of Sample Predictive Accuracy (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:110:y:2002:i:2:p:353-381

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