Comparing predictive accuracy in the presence of a loss function shape parameter
Sander Barendse and Andrew J. Patton
| Year of publication: |
2022
|
|---|---|
| Authors: | Barendse, Sander ; Patton, Andrew J. |
| Subject: | Forecasting | Model selection | Nuisance parameters | Out-of-sample testing | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1896527 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539430