2007-09-10–2007-09-14 - Banco de Portugal, Lisbon (Portugal) - Banco de Portugal; Euro Area Business Cycle Network EABCN; …
Topics:
I. Forecast Evaluation
A. Review of standard results
B. Comparison of a small number of non-nested models: Diebold / Mariano / West (DMW) statistic; asymptotic irrelevance
C. Comparison of a small number of nested models
D. Comparison of a large number of models
II. Present value models...
