메뉴 건너뛰기
Journal of Business and Economic Statistics
Volumn 30, Issue 1, 2012, Pages 34-35
Forecast rationality tests based on multi-horizon bounds: Comment
Author keywords

[No Author keywords available]
Indexed keywords

EID: 84857077719     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.634350     Document Type: Note
Times cited : (39)
References (4)
  • 1
    • 33947513916 scopus 로고    scopus 로고
    • Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
    • 35
    • Clark, T. E., and West, K. D. (2007), "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," Journal of Econometrics, 138(1), 291-311. [35]
    • (2007) Journal of Econometrics , vol.138 , Issue.1 , pp. 291-311
    • Clark, T.E.1    West, K.D.2
  • 2
    • 77953522660 scopus 로고    scopus 로고
    • Forecast Comparisons for Small Nested Model Sets
    • 35
    • Hubrich, K., and West, K. D. (2010), "Forecast Comparisons for Small Nested Model Sets," Journal of Applied Econometrics, 25(4), 574-594. [35]
    • (2010) Journal of Applied Econometrics , vol.25 , Issue.4 , pp. 574-594
    • Hubrich, K.1    West, K.D.2
  • 3
    • 0030353235 scopus 로고    scopus 로고
    • Asymptotic Inference About Predictive Ability
    • 35
    • West, K. D. (1996), "Asymptotic Inference About Predictive Ability," Econometrica, 64, 1067-1084. [35]
    • (1996) Econometrica , vol.64 , pp. 1067-1084
    • West, K.D.1
  • 4
    • 0346362776 scopus 로고    scopus 로고
    • Regression Based Tests of Predictive Ability
    • 35
    • West, K. D., and McCracken, M. W. (1998), "Regression Based Tests of Predictive Ability," International Economic Review, 39, 817-840. [35]
    • (1998) International Economic Review , vol.39 , pp. 817-840
    • West, K.D.1    McCracken, M.W.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.