Tests of equal predictive ability with real-time data

Journal of Business and Economic Statistics

Volumn 27, Issue 4, 2009, Pages 441-454

  Clark, Todd E ^a   McCracken, Michael W ^b  

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

^b FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

Causality; Forecasting; Mean square error; Prediction

Indexed keywords

EID: 70349897690     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07204     Document Type: Article

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