Out-of-Sample Forecast Tests Robust to the Choice of Window Size

Published 2012 View Full Article

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Title
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 30, Issue 3, Pages 432-453
Publisher
Informa UK Limited
Online
2012-07-21
DOI
10.1080/07350015.2012.693850

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