Blaskowitz, Oliver; Herwartz, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
relevance to account for serial correlation in economic time series when testing for the value of directional forecasts. …
Testing directional
forecast value in the
presence of serial
correlation
Oliver Blaskowitz*
Helmut …-Universität zu Berlin
Spandauer Straße 1, D-10178 Berlin
Testing directional forecast value in the presence of serial
correlation …