Comparing predictive accuracy in small samples

Coroneo, Laura orcid.org/0000-0001-5740-9315 and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2015) Comparing predictive accuracy in small samples. Discussion Paper. Discussion Paper in Economics . Department of Economics and Related Studies, University of York

Abstract

Metadata

Authors/Creators:
Keywords: Diebold and Mariano test,Long run variance estimation,Fixed-b and fixed-m asymptotic theory,SPF
Dates:
  • Published: September 2015
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 24 Jun 2016 08:12
Last Modified: 12 Jun 2020 00:03
Status: Published
Publisher: Department of Economics and Related Studies, University of York
Series Name: Discussion Paper in Economics
Refereed: No
Related URLs:

Download

Share / Export