Tests of equal accuracy for nested models with estimated factors
Sílvia Gonçalves, Michael W. McCracken, Benoit Perron
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Gonçalves, Sílvia ; McCracken, Michael W. ; Perron, Benoit |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 231-252
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| Subject: | Factor model | Out-of-sample forecasts | Recursive estimation | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818789