Data_Hubrich_West.txt
Creators:
Kirstin Hubrich
;
Kenneth D. West
From the dataset abstract
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 benchmark. Our...
Source: Forecast evaluation of small nested model sets (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/5be54cd3-be63-4f91-aedf-6713930dc6e6/resource/2e75d889-624a-4dfb-a4f9-598cc4470f7c/download/data_hubrich_west.txt |
Last updated | November 15, 2022 |
Created | November 15, 2022 |