Work

A predictability test for a small number of nested models

Year: 2014

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2014.04.016

Authors: Eleonora Granziera, Kirstin Hubrich, Hyungsik Roger Moon

Institutions: BI Norwegian Business School, Bank of Canada, European Central Bank, University of Southern California, Yonsei University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funders: University of Southern California, Yonsei University

OpenAlex ID: W3125302523

FWCI: 0.688

Cites: 56

Cited by: 7

Related to: 10