dm_fsa.m
Creators:
Laura Coroneo
;
Fabrizio Iacone
From the dataset abstract
We consider fixed-smoothing asymptotics for the Diebold and Mariano (Journal of Business and Economic Statistics, 1995, 13(3), 253-263) test of predictive accuracy. We show that this...
Source: Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8b8832a2-111c-4729-9e6d-b20a60cf88d1/resource/63883859-404c-4b8d-868a-c7f8a5c2d512/download/dm_fsa.m |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
