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Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test (2023)

First Author: Pitarakis J

Attributed to: NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2312.16099

Publication URI: https://arxiv.org/abs/2312.16099

Type: Preprint