Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models - Predictability - Document - PDFSEARCH.IO

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	Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models Add to Reading List Document Date: 2013-08-26 11:11:37 Open Document File Size: 740,60 KB Share Result on Facebook Company AMES / Diebold / / Country United States / / Currency EUR / / / Facility kirstin.hubrich@ecb.europa.eu Hyungsik Roger Moon University of Southern California / / IndustryTerm energy inflation components / food / / Organization University of Southern California / European Central Bank / European Union / Bank of Canada / / Person Setup Suppose / Kenneth West / Clark / Norman Swanson / Peter Hansen / Hal White / Michael McCracken / Kirstin Hubrich / / / Position model comparison / researcher / General / / Product Monte Carlo / / Region Southern California / / Technology simulation / html / / URL http / SocialTag Parametric statistics Hypothesis testing Econometrics F-test Economic model Statistical hypothesis testing Likelihood-ratio test Autoregressive conditional heteroskedasticity Statistical power Statistics

Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested ModelsAdd to Reading List