readme.cm.txt
Creators:
Todd E. Clark
;
Michael W. McCracken
From the dataset abstract
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 (Econometrica...
Source: TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a082a803-241f-4dab-8346-dddda9cdb86a/resource/323bb274-b96d-4d68-b632-1ef3461ce7d8/download/readme.cm.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
