Forecast encompassing tests and probability forecasts
Version of Record online: 14 JUL 2009
Copyright © 2009 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 25, Issue 6, pages 1028–1062, September/October 2010
How to Cite
Clements, M. P. and Harvey, D. I. (2010), Forecast encompassing tests and probability forecasts. J. Appl. Econ., 25: 1028–1062. doi: 10.1002/jae.1097
- Issue online: 14 JUL 2009
- Version of Record online: 14 JUL 2009
- Manuscript Revised: MAR 2009
- Manuscript Received: APR 2007
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/clements007/ .
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