Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
Year of publication: |
Jan. 2003 ; [Elektronische Ressource], Rev
|
---|---|
Other Persons: | Corradi, Valentina (contributor) ; Swanson, Norman R. (contributor) |
Institutions: | Rutgers University / Department of Economics (contributor) |
Publisher: |
New Brunswick, NJ : Dep. of Economics, Rutgers, the State Univ. of New Jersey |
Subject: | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
Extent: | Online-Ressource, 24 p., text |
---|---|
Series: | Working papers / Rutgers University, Department of Economics. - New Brunswick, NJ : [Verlag nicht ermittelbar], ZDB-ID 2172035-6. - Vol. 2003,16 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Gesamttitel von der Homepage Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A reality check for data snooping
White, Halbert, (2000)
-
Corradi, Valentina, (2004)
-
Swanson, Norman R., (2003)
- More ...
-
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina, (2003)
-
Corradi, Valentina, (2003)
-
A test for comparing multiple misspecified conditional distributions
Corradi, Valentina, (2003)
- More ...