Tests of equal forecast accuracy for overlapping models
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- Todd E. Clark & Michael W. Mccracken, 2014. "Tests Of Equal Forecast Accuracy For Overlapping Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 415-430, April.
- Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers 2011-024, Federal Reserve Bank of St. Louis.
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- repec:eee:intfor:v:33:y:2017:i:3:p:618-626 is not listed on IDEAS
- Brent Meyer & Saeed Zaman, 2013. "It’s not just for inflation: The usefulness of the median CPI in BVAR forecasting," Working Papers (Old Series) 1303, Federal Reserve Bank of Cleveland.
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- Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-53, January.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2011-10-09 (Central Banking)
- NEP-ECM-2011-10-09 (Econometrics)
- NEP-ETS-2011-10-09 (Econometric Time Series)
- NEP-FOR-2011-10-09 (Forecasting)
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