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Journal of Business & Economic Statistics Volume 40, 2022 - Issue 4

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Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*

Ovidijus Stauskasa Lund University, Melbourne, Sweden

https://orcid.org/0000-0002-5326-8794

Joakim Westerlundb Lund University, Deakin University, Lund, SwedenCorrespondence[email protected]

Pages 1745-1758 | Published online: 04 Oct 2021

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https://doi.org/10.1080/07350015.2021.1970576
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Mingjing Chen. (2021) Tests for the explanatory power of latent factors. Statistical Papers 62:6, pages 2825-2856.
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