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Publication Year:
2010
None:
4
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Kirstin Hubrich
;
Kenneth D. West
Forecast evaluation of small nested model sets (replication data)
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the...
DOI:10.15456/jae.2022319.1309792779
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