Media type: E-Book Title: On bootstrapping tests of equal forecast accuracy for nested models Contributor: Doko Tchatoka, Firmin [Author]; Haque, Qazi [Author] Published: [Canberra]: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, 2020 Published in: Australian National University: CAMA working paper series ; 202027 Extent: 1 Online-Ressource (circa 43 Seiten); Illustrationen Language: English Keywords: Out-of-sample forecasts ; HAC estimator ; Moving block bootstrap ; Bootstrap consistency ; Graue Literatur Origination: Footnote: Access State: Open Access