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

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