Out-of-sample forecast tests robust to the choice of window size
Out-of-sample forecast tests robust to the choice of window size is a book. It was written by Atsushi Inoue and published by Centre for Economic Policy Research in 2011.
Key facts
- author: Atsushi Inoue
- publication date: 2011
- book publisher: Centre for Economic Policy Research
- book series: Discussion paper / Centre for Economic Policy Research
- book subjects: Econometrics, Economic forecasting
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"Out-of-sample forecast tests robust to the choice of window size" is one of the books by Atsushi Inoue, books by Centre for Economic Policy Research and 2,617,384 books in our database.
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