Tests of equal forecast accuracy and encompassing for nested models
| Year of publication: |
2001
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 85-110
|
| Publisher: |
Elsevier |