Approximately normal tests for equal predictive accuracy in nested models

Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis

Clark, Todd E., (2004)

Approximately normal tests for equal predictive accuracy in nested models

Clark, Todd E., (2005)

USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS

Clark, Todd E., (2005)