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Volumn 15, Issue 5, 2000, Pages 471-482

Tests for multiple forecast encompassing

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EID: 0034367778     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-1255(200009/10)15:5<471::AID-JAE567>3.0.CO;2-X     Document Type: Article
Times cited : (63)

References (20)
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  • 5
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  • 7
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    • Dunnett CW, Sobel M. 1954. A bivariate generalisation of Student's t-distribution, with tables for certain special cases. Biometrika 41: 153-169.
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    • Dunnett, C.W.1    Sobel, M.2
  • 8
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    • Combining forecasts - Twenty years later
    • Granger CWJ. 1989. Combining forecasts - twenty years later. Journal of Forecasting 8: 167-173.
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    • Granger, C.W.J.1
  • 9
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    • Some comments on the evaluation of economic forecasts
    • Granger CWJ, Newbold P. 1973. Some comments on the evaluation of economic forecasts. Applied Economics 5: 35-47.
    • (1973) Applied Economics , vol.5 , pp. 35-47
    • Granger, C.W.J.1    Newbold, P.2
  • 15
    • 0002447151 scopus 로고    scopus 로고
    • Assessing the forecasters: An analysis of the forecasting records of the Treasury, the LBS and the National Institute
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    • Mills, T.C.1    Pepper, G.T.2
  • 18
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    • A generalization of the non-parametric Henriksson-Merton test of market timing
    • Pesaran MH, Timmermann AG. 1994. A generalization of the non-parametric Henriksson-Merton test of market timing. Economics Letters 44: 1-7.
    • (1994) Economics Letters , vol.44 , pp. 1-7
    • Pesaran, M.H.1    Timmermann, A.G.2
  • 19
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    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White H. 1980. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48: 817-838.
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    • White, H.1


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