Approximately normal tests for equal predictive accuracy in nested models

Todd Clark and Kenneth West ()

Journal of Econometrics, 2007, vol. 138, issue 1, 291-311

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (1472)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(06)00096-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2006)
Working Paper: Approximately normal tests for equal predictive accuracy in nested models (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:138:y:2007:i:1:p:291-311

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().