Testing for equal average forecast accuracy in possibly unstable environments
David I. Harvey, Stephen J. Leybourne, and Yang Zu
| Year of publication: |
2025
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|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Zu, Yang |
| 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. 43.2025, 3, p. 643-656
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| Subject: | Average forecast accuracy | Diebold-Mariano test | Kernel smoothing nonparametric estimation | Time varying loss differential mean | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2418835 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534315