Recursive predictability tests for real-time data

dc.contributor.author	Inoue, A
dc.contributor.author	Rossi, B
dc.date.accessioned	2010-03-09T15:28:11Z
dc.date.issued	2005-07
dc.format.mimetype	application/pdf
dc.identifier	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000235043100008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.issn	0735-0015
dc.identifier.uri	https://hdl.handle.net/10161/1889
dc.language.iso	en_US
dc.publisher	Informa UK Limited
dc.relation.ispartof	JOURNAL OF BUSINESS & ECONOMIC STATISTICS
dc.relation.isversionof	10.1198/073500104000000668
dc.subject	model selection
dc.subject	predictive ability
dc.subject	sequential tests
dc.title	Recursive predictability tests for real-time data
dc.type	Journal article
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000235043100008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.begin-page	336
pubs.end-page	345
pubs.issue	3
pubs.organisational-group	Duke
pubs.organisational-group	Faculty
pubs.publication-status	Published
pubs.volume	23

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