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1 dataset found

Issues: 4 Volumes: 25 Formats: PDF

  • Kirstin Hubrich
    ;
    Kenneth D. West

    Forecast evaluation of small nested model sets (replication data)

    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...
    DOI:10.15456/jae.2022319.1309792779
    • TXT
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jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 2010 (1)

Volumes

  • 25 (1)

Issues

  • 4 (1)

Formats

  • XLS (1)
  • TXT (1)
  • PDF (1)

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