; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Comparing Predictive Accuracy I: An Asymptotic Test"; ; "batchuser@example.com"; "Diebold, Francis X., 1959-", "Mariano, Roberto S."; "Federal Reserve Bank of Minneapolis"; "C14 - Semiparametric and Nonparametric Methods: General", "C53 - Forecasting Models; Simulation Methods", "F31 - Foreign Exchange"; "We propose and evaluate an explicit test of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic, and need not even be symmetric), and forecast errors can be non-Gaussian, nonzero mean, serially correlated and contemporaneously correlated."^^; "1991-09-01"; "2019-05-21T18:36:48.536143215+00:00"^^; "https://doi.org/10.21034/dp.52"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Wed Apr 22 16:43:11 2020"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "189", "488"; "Discussion paper (Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics)"; "052"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics"; "Published in: _Journal of Business and Economic Statistics_ (Vol. 13, No. 3, July 1993, pp. 253-263) https://doi.org/10.2307/1392185."^^; ; "Publication" . ; .