منابع مشابه
Testing for Unconditional Predictive Ability
This chapter provides an overview of pseudo-out-of-sample tests of unconditional predictive ability. We begin by providing an overview of the literature, including both empirical applications and theoretical contributions. We then delineate two distinct methodologies for conducting inference: one based on the analytics in West (1996) and the other based on those in Giacomini and White (2006). T...
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ژورنال
عنوان ژورنال: The Journal of Nervous and Mental Disease
سال: 1921
ISSN: 0022-3018
DOI: 10.1097/00005053-192105000-00031