Forecast Evaluation
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-31150-6_16
Reference46 articles.
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4. Bierens, H. J. (1990). A consistent conditional moment test of functional form. Econometrica, 58, 1443–1458.
5. Bierens, H. J., & Ploberger, W. (1997). Asymptotic theory of integrated conditional moment tests. Econometrica, 65, 1129–1151.
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1. How far can we forecast? Statistical tests of the predictive content;Journal of Applied Econometrics;2021-05-17
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