A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE
Mohammad Pesaran and
Allan Timmermann
Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge
Keywords: tests; forecasting methods (search for similar items in EconPapers)
Pages: 9 pages
Date: 1990
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Citations: View citations in EconPapers (10)
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Related works:
Journal Article: A Simple Nonparametric Test of Predictive Performance (1992)
Working Paper: A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9021
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