pctiles2s.src
Creators:
Todd E. Clark
;
Michael W. McCracken
From the dataset abstract
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (Econometrica...
Source: TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | SRC |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/87df1eb5-60c1-49a7-bfe6-e4c5776de1a4/resource/0ae394cb-6ccf-4c36-91c0-1ec94cf74fc7/download/pctiles2s.src |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
