A new application of exact nonparametric methods to long-horizon predictability tests
Wei Liu; Alex S. Maynard
| Year of publication: |
2007
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|---|---|
| Authors: | Liu, Wei ; Maynard, Alex S. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 11.2007, 1, p. 1-37
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| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test |