Tests for equal forecast accuracy under heteroskedasticity (replication data)

DOI

This archive contains the replication files for "Tests for equal forecast accuracy under heteroskedasticity" by David Harvey, Stephen Leybourne and Yang Zu, in Journal of Applied Econometrics. Data and code for the empirical illustration are provided: see the readme.hlz.txt file for details and the zip folder for the code and data.

Identifier
DOI https://doi.org/10.15456/jae.2023347.1628818346
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:778993
Provenance
Creator Harvey, David; Leybourne, Stephen; Zu, Yang
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2023
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics