table4data.xls
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)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.ms-excel |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a082a803-241f-4dab-8346-dddda9cdb86a/resource/e5701bf7-3d63-4c46-a43b-ede34a30efda/download/table4data.xls |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
