runMCnew.m
Creators:
Raffaella Giacomini
;
Barbara Rossi
From the dataset abstract
We propose new methods for comparing the out-of-sample forecasting performance of two competing models in the presence of possible instabilities. The main idea is to develop a measure of...
Source: Forecast comparisons in unstable environments (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/22fdc189-9b07-4241-900f-9716bae81e2c/resource/0d1e267b-5c2e-4a7a-bb18-6faf3d15066f/download/runmcnew.m |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
