Improving the power of the Diebold-Mariano-West test for least squares predictions
Walter J. Mayer, Feng Liu, Xin Dang
| Year of publication: |
July-September 2017
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|---|---|
| Authors: | Mayer, Walter James ; Liu, Feng ; Dang, Xin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 3, p. 618-626
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| Subject: | Prediction | Hypothesis tests | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746194