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1 dataset found

Issues: 6 Volumes: 25 Formats: prg

  • Michael P. Clements
    ;
    David I. Harvey

    Forecast encompassing tests and probability forecasts (replication data)

    We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast...
    • TXT
    • prg
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 2009 (1)

Volumes

  • 25 (1)

Issues

  • 6 (1)

Formats

  • prg (1)
  • TXT (1)

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