Tests of equal accuracy for nested models with estimated factors

Silvia Goncalves, Michael W. McCracken and Benoit Perron

Year of publication:	2015
Authors:	Gonçalves, Sílvia ; McCracken, Michael W. ; Perron, Benoit
Publisher:	St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division
Subject:	S&P 500 Composite Index \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Schätzung \| Estimation \| Kapitalmarktrendite \| Capital market returns \| USA \| United States \| 1960-2014

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