Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

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Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests (with discussion

Diebold, F. X., Lecture, C., Haldrup, E. N., Johansen, S., Lunde, A., & Am, T. T. I. (2015)

For valuable comments I am grateful to participants at the CREATES lecture, especially Niels Haldrup, Soren

Diebold-mariano, A., Francis, T., Diebold, X., Swanson, N., Timmermann, A., & Wolpin, K. (2012)

Comment

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