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- W2149751804 abstract "Two asymptotically valid out-of-sample MSE tests have been developed by Diebold- Mariano (1995) and Stock-Watson (1999). The empirical usefulness of the tests is illustrated through a U.S. wheat model estimated with fixed, recursive and rolling forecasting schemes. Bootstrap methods are adopted to reflect small sample size effect on tests.." @default.
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- W2149751804 date "2001-01-01" @default.
- W2149751804 modified "2023-09-23" @default.
- W2149751804 title "New MSE Tests for Evaluating Forecasting Performance: Empirics & Bootstrap" @default.
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