مرکز منطقه ای اطلاع رساني علوم و فناوري - Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Title of article :

Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Author/Authors :

ValentinaCorradi، نويسنده , , Norman R. Swanson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

185

To page :

199

Keywords :

Bootstrap , Out-of-sample predictive accuracy , Parameter estimation error , Conditional p value , forecasting

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179083

Link To Document :