Forecast accuracy after pretesting with an application to the stock market

Journal of Forecasting

Volumn 23, Issue 4, 2004, Pages 251-274

  Danilov, Dmitry ^a   Magnus, Jan R ^b  

^a EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Forecasting; Model selection; Pretest; Stock returns

Indexed keywords

ESTIMATION; FINANCE; INDUSTRIAL ECONOMICS; LAPLACE TRANSFORMS; MARKETING; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

ECONOMETRICS; MODEL SELECTION; STOCK MARKETS; STOCK RETURNS;

FORECASTING;

EID: 3242684031     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.916     Document Type: Article

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