On testing equal conditional predictive ability under measurement error

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SEEK ID: https://publications.h-its.org/publications/1439

Filename: 2023JBES.pdf 

Format: PDF document

Size: 1.99 MB

SEEK ID: https://publications.h-its.org/publications/1439

DOI: 10.1080/07350015.2021.2021923

Research Groups: Computational Statistics

Publication type: Journal

Journal: Journal of Business & Economic Statistics

Publisher: Informa UK Limited

Citation: Journal of Business & Economic Statistics, 41(2):364–376

Date Published: 1st Apr 2023


Registered Mode: manually

Authors: Yannick Hoga, Timo Dimitriadis

Hoga, Y., & Dimitriadis, T. (2022). On Testing Equal Conditional Predictive Ability Under Measurement Error. In Journal of Business & Economic Statistics (Vol. 41, Issue 2, pp. 364–376). Informa UK Limited. https://doi.org/10.1080/07350015.2021.2021923

Views: 3118   Downloads: 1

Created: 1st Feb 2022 at 10:35

Last updated: 8th Mar 2024 at 15:40

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