A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE.
| Year of publication: |
1990
|
|---|---|
| Authors: | PESARAN, M.H. ; TIMMERMANN, A. |
| Institutions: | Department of Economics, University of California-Los Angeles (UCLA) |
| Subject: | tests | forecasting methods | statistics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005633623