Reality checks and comparisons of nested predictive models

Journal of Business and Economic Statistics

Volumn 30, Issue 1, 2012, Pages 53-66

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

^a FEDERAL RESERVE BANK OF CLEVELAND   (United States)

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

Author keywords

Equal accuracy; Forecast evaluation; Prediction

Indexed keywords

EID: 84857066583     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2011.10278     Document Type: Article

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