Regression-Based Tests of Predictive Ability
收藏NBER1998-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0226
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资源简介：
We develop regression-based tests of hypotheses about out of sample prediction errors. Representative tests include ones for zero mean and zero correlation between a prediction error and a vector of predictors. The relevant environments are ones in which predictions depend on estimated parameters.
提供机构：
美国国家经济研究局
创建时间：
1998-03-01
