English | 繁體

Search in the results

UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
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
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.9/4.8 | Submit date：2024/12/26
Average Forecast Accuracy  Diebold-mariano Test  Kernel Smoothing Nonparametric Estimation  Time Varying Loss Differential Mean  
Tests for equal forecast accuracy under heteroskedasticity Journal article
Harvey, David I., Leybourne, Stephen J., Zu, Yang. Tests for equal forecast accuracy under heteroskedasticity[J]. Journal of Applied Econometrics, 2024, 1-20.
Authors:  Harvey, David I.;  Leybourne, Stephen J.;  Zu, Yang
Adobe PDF | Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.3/3.0 | Submit date：2024/05/16
Diebold–mariano Test  Forecast Accuracy  Nonparametric Volatility Estimation