登入選單

返回Google圖書搜尋

Tests of Equal Forecast Accuracy and Encompassing for Nested Models

Todd E. Clark

出版	Research Division, Federal Reserve Bank of Kansas City, 1999
URL	http://books.google.com.hk/books?id=6Y7QjwEACAAJ&hl=&source=gbs_api

註釋

The Federal Reserve Bank of Kansas City presents the full text of an article entitled "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," by Todd E. Clark and Michael W. McCracken. The article examines the asymptotic and finite-sample properties of tests for equal forecast accuracy and encompassing applied to one-step ahead forecasts from nested linear models