Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2014 Formats: src 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 TXT XLS src prg
