Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2013 Formats: prg Todd E. Clark ; Michael W. McCracken TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS (replication data) 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... TXT XLS src prg
