Forecast Accuracy after Pretesting with an Application to the Stock Market
Year of publication: |
2002
|
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Authors: | Magnus, Jan R. ; Danilov, D.L. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | forecasting | stock markets | return on investment |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2002-76 |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; C53 - Forecasting and Other Model Applications ; G10 - General Financial Markets. General |
Source: |
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