A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
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چکیده
منابع مشابه
A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
This paper introduces a complement statistical test for distinguishing between the predictive accuracy of two sets of forecasts. We propose a non-parametric test founded upon the principles of the Kolmogorov-Smirnov (KS) test, referred to as the KS Predictive Accuracy (KSPA) test. The KSPA test is able to serve two distinct purposes. Initially, the test seeks to determine whether there exists a...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2015
ISSN: 2225-1146
DOI: 10.3390/econometrics3030590