![Regression analysis / Econometrics / Estimation theory / Parametric statistics / Time series analysis / Ordinary least squares / Linear regression / Asymptotic theory / Central limit theorem / Autoregressive conditional heteroskedasticity / Distribution / Autocorrelation Regression analysis / Econometrics / Estimation theory / Parametric statistics / Time series analysis / Ordinary least squares / Linear regression / Asymptotic theory / Central limit theorem / Autoregressive conditional heteroskedasticity / Distribution / Autocorrelation](https://www.pdfsearch.io/img/858d5681b7aee247f472f82638189ad5.jpg) Date: 2016-07-08 02:21:34Regression analysis Econometrics Estimation theory Parametric statistics Time series analysis Ordinary least squares Linear regression Asymptotic theory Central limit theorem Autoregressive conditional heteroskedasticity Distribution Autocorrelation | | Tests of Equal Accuracy for Nested Models with Estimated Factors Sílvia Gonçalves, Michael W. McCrackenyand Benoit Perronz September 14, 2015 Abstract In this paper we develop asymptotics for tests of equal predictive Add to Reading ListSource URL: www.cb.cityu.edu.hkDownload Document from Source Website File Size: 285,30 KBShare Document on Facebook
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