Maximum-subsampling test of equal predictive ability
Wei Lan, Bo Lei, Long Feng, Chih-Ling Tsai
| Year of publication: |
2024
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| Authors: | Lan, Wei ; Lei, Bo ; Feng, Long ; Tsai, Chih-Ling |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 4, p. 1344-1355
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| Subject: | Extreme value distribution | Maximum-subsampling test | Out-of-sample | Prediction test | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Theorie | Theory | Kausalanalyse | Causality analysis | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2311196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533791