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Inference about predictive ability

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Author Info
McCracken,M.W.
West,K.D. (University of Wisconsin-Madison, Social Systems Research Institute)

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Abstract

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File URL: http://www.ssc.wisc.edu/econ/archive/wp2001-14.pdf
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Publisher Info
Paper provided by Wisconsin Madison - Social Systems in its series Working papers with number 14.

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Date of creation: 2001
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Handle: RePEc:att:wimass:200114

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Postal: UNIVERSITY OF WISCONSIN MADISON, SOCIAL SYSTEMS RESEARCH INSTITUTE(S.S.R.I.), MADISON WISCONSIN 53706 U.S.A.

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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