On bootstrapping tests of equal forecast accuracy for nested models
Year of publication: |
2023
|
---|---|
Authors: | Doko Tchatoka, Firmin ; Haque, Qazi |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1844-1864
|
Subject: | bootstrap consistency | moving block bootstrap | out-of-sample forecasts | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model |
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