readme.cm.txt
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)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/87df1eb5-60c1-49a7-bfe6-e4c5776de1a4/resource/3d18d558-04ae-4202-973a-28331f78551d/download/readme.cm.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |