articleTop 1% cited
Approximately normal tests for equal predictive accuracy in nested models
Journal of Econometrics · 2006 · Vol. 138(1) · pp. 291–311
Todd E. Clark✉(Federal Reserve Bank of Kansas City)Kenneth D. West
Monetary Policy and Economic ImpactForecasting Techniques and ApplicationsFinancial Risk and Volatility ModelingNull hypothesisStatisticsMathematicsInferenceEconometricsNested set modelNull (SQL)Null modelMean squared errorPopulation
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- National Science Foundation
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References
Dividend yields and expected stock returns
Journal of Financial Economics · 1988 · 3,718 citations
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