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Publication Year:
2014
Journals:
Journal of Applied Econometrics
Formats:
prg
Todd E. Clark
;
Michael W. McCracken
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS (replication data)
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong...
DOI:10.15456/jae.2022321.0713901772
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