On bootstrapping tests of equal forecast accuracy for nested models

Bibliographic Details

Authors and Corporations:	Doko Tchatoka, Firmin (Author), Haque, Qazi (Author)
Other Authors:	Haque, Qazi [Author]
Type of Resource:	E-Book
Language:	English
published:	[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2020
Series:	Australian National University: CAMA working paper series ; 2020, 27 (March 2020)
Subjects:	Out-of-sample forecasts HAC estimator Moving block bootstrap Bootstrap consistency Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen