@data{jae.2023347.1628818346, author = {Harvey, David and Leybourne, Stephen and Zu, Yang}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {tests-for-equal-forecast-accuracy-under-heteroskedasticity-replication-data}, year = {2023}, version = {1}, url = {https://journaldata.zbw.eu/dataset/tests-for-equal-forecast-accuracy-under-heteroskedasticity-replication-data}, keywords = {C12,C14,C22,C53}, doi = "10.15456/jae.2023347.1628818346" }