Comparing forecast accuracy: A Monte Carlo investigation

International Journal of Forecasting

Volumn 29, Issue 1, 2013, Pages 13-27

  Busetti, Fabio ^a   Marcucci, Juri ^a  

^a BANK OF ITALY   (Italy)

Author keywords

Equal predictive ability; Forecast encompassing; Forecast evaluation; Model evaluation; Nested models

Indexed keywords

EID: 84864067059     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2012.04.011     Document Type: Article

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