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
Trede, Mark
Wilfling, Bernd