Pairwise tests of equal forecast accuracy (in Russian)

Michael McCracken

Quantile, 2006, issue 1, 53-62

Abstract: This essay reviews recent work regarding pairwise tests of equal forecast accuracy between nested and non-nested models. While some technical details are given, special emphasis is placed on the practical implementation of the tests.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:qnt:quantl:y:2006:i:1:p:53-62

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