An improved test for uniform superior predicitve ability

Basic data for this talk

Type of talkscientific talk
Name der VortragendenMonschang, Verena; Trede, Mark; Wilfling, Bernd
Date of talk02/08/2023
Talk languageEnglish

Information about the event

Name of the event6th International Conference on Econometrics and Statistics (EcoSta 2023)
Event period01/08/2023 - 03/08/2023
Event locationWaseda University, Tokyo
Organised byEcoSta 2023

Abstract

KeywordsForecast evaluation; Joint-hypothesis testing; Stochastic dominance

Speakers from the University of Münster

Monschang, Verena
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)
Trede, Mark
Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
Wilfling, Bernd
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)