Hassani, Hossein; Silva, Sirimal Emmanuel - In: Econometrics : open access journal 3 (2015) 3, pp. 590-609
KS Predictive Accuracy (KSPA) test. The KSPA test is able to serve two distinct purposes. Initially, the test seeks to … different noise distributions, sample sizes and forecasting horizons. The simulation results indicate that the KSPA test is … applicability of the proposed KSPA test in practice. …
