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A Simple Nonparametric Test of Predictive Performance · Study

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ArticleA Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran1992

Article1992

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran · Allan Timmermann

897 citations·0/0 files stored·Journal of Business and Economic Statistics

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Forecasting Techniques and Applications Statistical Methods and Applications Statistical Methods and Inference

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 897 citations exist upstream.

References

1978Specification Tests in Econometrics

Cited by

2008Introductory Econometrics for Finance 1995Predictability of Stock Returns: Robustness and Economic Significance 1995Forecasting tourism demand: A review of empirical research 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 2010What do we learn from the price of crude oil futures?2013Exchange Rate Predictability 2013Forecasting Stock Returns 1998Oil prices and the rise and fall of the US real exchange rate

Details

Year1992

Typearticle

Published1992-10-01

VenueJournal of Business and Economic Statistics

ISSN-L0735-0015

Languageen

Citations897

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1080/07350015.1992.10509922

openalex_workW2037780786

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