fcasterr2.src
Creators:
Todd E. Clark
;
Michael W. McCracken
From the dataset abstract
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (Econometrica...
Source: TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | SRC |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a082a803-241f-4dab-8346-dddda9cdb86a/resource/4cc68e80-8772-4ffa-951a-154a76ff2344/download/fcasterr2.src |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
