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: Working paper

1 Article

1 results

2021

On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation
Costantini, M. & Kunst, R., 2021, In: International Journal of Forecasting. 37, 2, p. 445-460 16 p.
Publications: Contribution to journal › Article › Peer Reviewed