Testing the equality of prediction mean squared errors

B-Tier

Journal: International Journal of Forecasting

Year: 1997

Volume: 13

Issue: 2

Pages: 281-291

Authors (3)

Harvey, David (University of Nottingham) Leybourne, Stephen (University of Nottingham) Newbold, Paul (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count