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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


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
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Document Date: 2016-07-08 02:21:34


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