A predictability test for a small number of nested models
Year of publication: |
2013-08
|
---|---|
Authors: | Granziera, Eleonora ; Hubrich, Kirstin ; Moon, Hyungsik Roger |
Institutions: | European Central Bank |
Subject: | direct multi-step forecasts | fixed regressors bootstrap. | multi-model comparison | Out-of sample | point-forecast evaluation | predictive ability |
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A predictability test for a small number of nested models
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A predictability test for a small number of nested models
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