Finite-sample properties of tests for equal forecast accuracy

Journal of Forecasting

Volumn 18, Issue 7, 1999, Pages 489-504

  Clark, Todd E ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Forecast evaluation; Mean squared error; Root mean squared error

Indexed keywords

EID: 0006966216     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199912)18:7<489::AID-FOR727>3.0.CO;2-G     Document Type: Article

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