readme.ci.txt
Creators:
Laura Coroneo
;
Fabrizio Iacone
From the dataset abstract
We consider fixed-smoothing asymptotics for the Diebold and Mariano (Journal of Business and Economic Statistics, 1995, 13(3), 253-263) test of predictive accuracy. We show that this...
Source: Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics (replication data)
Metadata
Field | Value |
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Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/e45a3a1c-26b8-4698-9870-0ac073a9ca13/resource/be26389d-70e2-4ee5-822f-2fcce7a4252f/download/readme.ci.txt |
Last updated | November 8, 2022 |
Created | November 8, 2022 |