Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?
Year of publication: |
2003
|
---|---|
Authors: | Ashley, Richard A. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 19.2003, 2, p. 229-239
|
Subject: | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Theorie | Theory |
-
Confidence about inflation forecasts : tests of variance rationality
Batchelor, Roy A., (1989)
-
Confidence about inflation forecasts : tests of variance rationality
Batchelor, Roy A., (1989)
-
Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X., (1991)
- More ...
-
Ashley, Richard A., (2020)
-
Credible Granger-causality inference with modest sample lengths: A cross-sample validation approach
Ashley, Richard A., (2014)
-
Subset-continuous-updating GMM estimators for dynamic panel data models
Ashley, Richard A., (2016)
- More ...