Assessing predictive accuracy in panel data models with long-range dependence

Daniel Borup, Bent Jesper Christensen and Yunus Emre Ergemen

Year of publication:	2019
Authors:	Borup, Daniel ; Christensen, Bent Jesper ; Ergemen, Yunus Emre
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Panel data \| predictability \| long-range dependence \| Diebold-Mariano test \| encompassing test \| Panel \| Panel study \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory

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