Testing predictive ability and power

Journal of Business and Economic Statistics

Volumn 30, Issue 2, 2012, Pages 288-296

  Song, Kyungchul ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Data snooping; Inequality restrictions; one sided sup tests; Power robustification; Reality

Indexed keywords

EID: 84861895573     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.663245     Document Type: Article

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