A simple nonparametric test of predictive performance
M. Hashem Pesaran ; Allan Timmermann
| Year of publication: |
1992
|
|---|---|
| Authors: | Pesaran, M. Hashem |
| Other Persons: | Timmermann, Allan (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 4, p. 461-465
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| Subject: | Statistische Methodenlehre | Statistical theory | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001132718