A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE.
| Year of publication: |
1990
|
|---|---|
| Authors: | PESARAN, M.H. ; TIMMERMANN, A. |
| Institutions: | Faculty of Economics, University of Cambridge |
| Subject: | tests | forecasting methods |
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A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE.
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