C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T02:23:46+00:00Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
https://www.bankofcanada.ca/2004/01/working-paper-2004-2/
The author proposes a class of exact tests of the null hypothesis of exchangeable forecast errors and, hence, of the hypothesis of no difference in the unconditional accuracy of two competing forecasts.2004-01-01T10:43:23+00:00enExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates2004-01-01Econometric and statistical methodsWorking Paper 2004-2 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-2.pdfExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest RatesRichard LugerJanuary 2004CC1C12C2C22C5C52C53