Forecast evaluation tests and negative long-run variance estimates in small samples
David I. Harvey, Stephen J. Leybourne, Emily J. Whitehouse
| Year of publication: |
October-December 2017
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|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Whitehouse, Emily J. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 4, p. 833-847
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| Subject: | Forecast evaluation | Long-run variance estimation | Simulation | Diebold-Mariano test | Forecasting | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746914