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REGRESSION-BASED TESTS OF PREDICTIVE ABILITY
West, Kenneth D.
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McCracken, Michael W.
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1998
Persistent link: https://www.econbiz.de/10005977015
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Regression-based tests of predictive ability
West, Kenneth D.
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McCracken, Michael W.
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1998
Persistent link: https://www.econbiz.de/10000985905
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USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS
Clark, Todd E.
;
West, Kenneth D.
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2005
Persistent link: https://www.econbiz.de/10005918683
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Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
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2006
Persistent link: https://www.econbiz.de/10003362217
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5
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
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2005
Persistent link: https://www.econbiz.de/10002586927
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