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Publication Year:
2010
None:
6
Formats:
prg
Michael P. Clements
;
David I. Harvey
Forecast encompassing tests and probability forecasts (replication data)
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...
DOI:10.15456/jae.2022320.0720896822
TXT
prg