Multi-horizon uniform superior predicitve ability revisited: A size-exploiting and consistent test
Basic data for this talk
Type of talk: scientific Talk
Name der Vortragenden: Monschang, Verena; Trede, Mark; Wilfling, Bernd
Date of talk: 17/09/2024
Talk language: English
Information about the event
Name of the event: Jahrestagung des Vereins für Socialpolitik, 2024, Berlin
Event period: 15/09/2024 - 18/09/2024
Event location: Technische Universität
Organised by: Verein für Socialpolitik
Abstract
Keywords: Forecast evaluation; Joint-hypothesis testing; Stochastic dominance
Speakers from the University of Münster
| Monschang, Verena | |
| Trede, Mark | |
| Wilfling, Bernd |