Forecast Evaluation of Small Nested Model Sets
收藏NBER2008-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14601
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资源简介：
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do not
提供机构：
美国国家经济研究局
创建时间：
2008-12-01
