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• W3125696988 abstract "We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic and need not even be symmetric), and forecast errors can be non-Gaussian, nonzero mean, serially correlated, and contemporaneously correlated. Asymptotic and exact finite-sample tests are proposed, evaluated, and illustrated." @default.
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• W3125696988 date "1994-11-01" @default.
• W3125696988 modified "2023-10-10" @default.
• W3125696988 title "Comparing Predictive Accuracy" @default.
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• W3125696988 doi "https://doi.org/10.3386/t0169" @default.
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