Tests for forecast encompassing when forecasts depend on estimated regression parameters
Year of publication: |
2000
|
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Authors: | West, Kenneth D. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 1, p. 29-33
|
Subject: | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Theorie | Theory |
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