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Robust forecast comparison
Journal article   Open access   Peer reviewed

Robust forecast comparison

S Jin, Valentina Corradi and NR Swanson
Econometric Theory, Vol.33(6), pp.1306-1351
27/10/2016

Abstract

Convex loss function; Empirical processes; Forecast superiority; General loss function Economics
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https://doi.org/10.1017/S0266466616000426View
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