This paper presents analytical, Monte Carlo, and empirical evidence linking insample tests of predictive content and out-of-sample forecast accuracy. Our approach focuses on the negative effect that finite-sample estimation error has on forecast accuracy despite the presence of significant population-level predictive content. Specifically, we derive simple-to-use in-sample tests that test not o...

Methods and an algorithm for computing the generalized Marcum Q−function (Qµ(x, y)) and the complementary function (Pµ(x, y)) are described. These functions appear in problems of different technical and scientific areas such as, for example, radar detection and communications, statistics and probability theory , where they are called the non-central chi-square or the non central gamma cumulativ...