
A Power Booster Factor for Out-of-Sample Tests of Predictability
Author(s) -
Pablo Pincheira Brown
Publication year - 2022
Publication title -
economía/economía
Language(s) - English
Resource type - Journals
eISSN - 2304-4306
pISSN - 0254-4415
DOI - 10.18800/economia.202201.006
Subject(s) - predictability , econometrics , sample size determination , null hypothesis , statistics , factor analysis , sample (material) , population , statistical hypothesis testing , predictive power , monte carlo method , inflation (cosmology) , computer science , mathematics , demography , physics , philosophy , chemistry , epistemology , chromatography , sociology , theoretical physics