Hsu, PH; Hsu, YC; Kuan, CM - 2010
In The Finance Literature, Statistical Inferences For Large-Scale Testing Problems Usually Suffer From Data Snooping Bias. In This Paper We Extend The "Superior Predictive Ability" (Spa) Test Of Hansen (2005, Jbes) To A Stepwise Spa Test That Can Identify Predictive Models Without Potential Data...
