Assessing the Accuracy of Event Forecasts
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More about this item
Keywordsnaive block bootstrap; HAC robust test; market timing test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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