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Browsing Articles (Departament d'Economia) by Subject "Sequential tests"

Browsing Articles (Departament d'Economia) by Subject "Sequential tests"

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  • Inoue, Atsushi; Rossi, Barbara, 1971- (Taylor & Francis, 2005)
    We propose a sequential test for predictive ability for recursively assessing whether some economic variables have explanatory content for another variable. In the forecasting literature it is common to assess predictive ...

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