A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE

Mohammad Pesaran and Allan Timmermann

Working Papers from California Los Angeles - Applied Econometrics

Keywords: tests; forecasting methods; statistics (search for similar items in EconPapers)
Pages: 19 pages
Date: 1990
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Citations: View citations in EconPapers (9)

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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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