Correlation-based tests of predictability
Pablo Pincheira Brown, Nicolás Hardy
| Year of publication: |
2024
|
|---|---|
| Authors: | Pincheira, Pablo ; Hardy, Nicolás |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 1835-1858
|
| Subject: | forecasting | correlations | mean squared prediction error | out-of-sample evaluation | time-series | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110329