On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation

Mauro Costantini
, Robert Kunst

Department of Economics

Publications: Contribution to journal › Article › Peer Reviewed

1 results

2018
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation
Costantini, M. & Kunst, R., Jul 2018, 38 p. (IHS economics series : working paper).
Publications: Working paper