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Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2006.05.023
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Abstract

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Categories
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
Date

May 1, 2007

Authors
Todd E. ClarkKenneth D. West
Publisher

Elsevier BV


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