This chapter summarizes recent literature on asymptotic inference about forecasts. Both analytical and simulation based methods are discussed. The emphasis is on techniques applicable when the number of competing models is small. Techniques applicable when a large number of models is compared to a benchmark are also briefly discussed.
|This chapter was published in: ||This item is provided by Elsevier in its series Handbook of Economic Forecasting with number
1-03.||Handle:|| RePEc:eee:ecofch:1-03||Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description |
When requesting a correction, please mention this item's handle: RePEc:eee:ecofch:1-03. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.