Testing the equality of prediction mean squared errors
References (6)
- et al.
Advertising and aggregate consumption: An analysis of causality
Econometrica
(1980) - et al.
Comparing predictive accuracy
Journal of Business and Economic Statistics
(1995) - et al.
Forecasting Economic Time Series
(1977)
There are more references available in the full text version of this article.
Cited by (1203)
Introducing NBEATSx to realized volatility forecasting
2024, Expert Systems with ApplicationsForecasting international financial stress: The role of climate risks
2024, Journal of International Financial Markets, Institutions and MoneyStock market bubbles and the realized volatility of oil price returns
2024, Energy EconomicsA separate modeling approach to noisy displacement prediction of concrete dams via improved deep learning with frequency division
2024, Advanced Engineering InformaticsFinancial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
2024, International Journal of ForecastingDaily growth at risk: Financial or real drivers? The answer is not always the same
2024, International Journal of Forecasting
Copyright © 1997 Published by Elsevier B.V.