Predictive ability tests with possibly overlapping models
Valentina Corradi, Jack Fosten, Daniel Gutknecht
| Year of publication: |
2024
|
|---|---|
| Authors: | Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel |
| Subject: | Block bootstrap | Degeneracy | Excess bond returns | Out-of-sample evaluation | Uniform inference | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105716 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075140