Out-of-sample forecast tests robust to the choice of window size

Journal of Business and Economic Statistics

Volumn 30, Issue 3, 2012, Pages 432-453

  Rossi, Barbara ^a   Inoue, Atsushi ^b  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Estimation window; Forecast evaluation; Predictive ability testing

Indexed keywords

EID: 84864211158     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.693850     Document Type: Article

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