Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
收藏NBER2006-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0326
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资源简介：
Forecast evaluation often compares a parsimonious null model to a larger model that nests the null model. Under the null that the parsimonious model generates the data, the larger model introduces noise into its forecasts by estimating parameters whose population values are zero. We observe that the
提供机构：
美国国家经济研究局
创建时间：
2006-08-01
