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Forecast encompassing tests and probability forecasts

Michael P. Clements and David I. Harvey
Year of publication:
2010
Authors: Clements, Michael P. ; Harvey, David I.
Published in:
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 25.2010, 6, p. 1028-1062
Subject: Prognoseverfahren | Forecasting model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis
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