Recursive predictability tests for real-time data

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2005-07

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Journal article

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model selection, predictive ability, sequential tests

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https://hdl.handle.net/10161/1889

Published Version (Please cite this version)

10.1198/073500104000000668

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Inoue, A, and B Rossi (2005). Recursive predictability tests for real-time data. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 23(3). pp. 336–345. 10.1198/073500104000000668 Retrieved from https://hdl.handle.net/10161/1889.

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