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On the limitations of comparing mean square forecast errors: Comment
Author(s) -
Granger Clive W. J.
Publication year - 1993
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/for.3980120807
Subject(s) - econometrics , library science , statistics , mathematics , computer science , mathematical economics