How far can we forecast? Statistical tests of the predictive content
Year of publication: |
2018
|
---|---|
Authors: | Breitung, Jörg ; Knüppel, Malte |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Hypothesis Testing | Predictive Accuracy | Informativeness |
Series: | Bundesbank Discussion Paper ; 07/2018 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-437-1 |
Other identifiers: | 1020157062 [GVK] hdl:10419/178500 [Handle] RePEc:zbw:bubdps:072018 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
-
How far can we forecast? : statistical tests of the predictive content
Breitung, Jörg, (2018)
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Testing for relative predictive accuracy: A critical viewpoint
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How far can we forecast? Statistical tests of the predictive content
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How far can we forecast? Statistical tests of the predictive content
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How Far Can We Forecast? Statistical Tests of the Predictive Content
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