Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2012-12-22 (Forecasting)
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