Equivalence Between Out-of-Sample Forecast Comparisons and...

Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics

Hansen, Peter Reinhard, Timmermann, Allan
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Volume:
83
Year:
2015
Language:
english
Journal:
Econometrica
DOI:
10.3982/ECTA10581
File:
PDF, 301 KB
english, 2015
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