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Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments
Journal article
Harvey, David I., Leybourne, Stephen J., Zu, Yang. Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments[J]. Journal of Business and Economic Statistics, 2024.
Authors:
Harvey, David I.
;
Leybourne, Stephen J.
;
Zu, Yang
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4.8
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Submit date：2024/12/26
Average Forecast Accuracy
Diebold-mariano Test
Kernel Smoothing Nonparametric Estimation
Time Varying Loss Differential Mean
