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Asymptotic inference about predictive ability
West, Kenneth D., (1994)
A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce, (1980)
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J., (1996)
Regression-based tests of predictive ability
West, Kenneth D., (1997)
West, Kenneth D., (1998)