A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Jin Zhou, Haiqi Li, Wanling Zhong
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhou, Jin ; Li, Haiqi ; Zhong, Wanling |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 207.2021, p. 1-5
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| Subject: | Clustered dependence | Diebold-Mariano test | Moving block bootstrap | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Theorie | Theory | Prognoseverfahren | Forecasting model | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.110029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170014