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Tests of Equal Forecast Accuracy for Overlapping Models
Clark, Todd E., (2011)
Tests of equal forecast accuracy for overlapping models
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
Pincheira, Pablo, (2016)
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E., (1999)
Clark, Todd E., (2001)
Forecast-based model selection in the presence of structural breaks
Clark, Todd E., (2002)