mpc_dih_emp.prg
Creators:
Michael P. Clements
;
David I. Harvey
From the dataset abstract
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast encompassing,...
Source: Forecast encompassing tests and probability forecasts (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/288af73f-a6fc-48bf-bd49-bfcf1da19784/resource/9c49f158-2aff-46d5-829e-58ab17a17841/download/mpc_dih_emp.prg |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
