hubrich-west-appendix.pdf
Creators:
Kirstin Hubrich
;
Kenneth D. West
From the dataset abstract
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our...
Source: Forecast evaluation of small nested model sets (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/0c25270c-c6c4-4178-b9a9-4c36dd429257/resource/3fb077d9-fbaf-40e7-bd63-165efb2e8397/download/hubrich-west-appendix.pdf |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
