Bootstrapping out-of-sample predictability tests with real-time data
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DOI: 10.20955/wp.2023.029
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References listed on IDEAS
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More about this item
Keywords
real-time data; bootstrap; prediction; inference;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-12-18 (Econometrics)
- NEP-ETS-2023-12-18 (Econometric Time Series)
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