In-sample or out-of-sample tests of predictability Which one should we use?

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

Publication date

January 2002

Publisher

London (United Kingdom) : Centre for Economic Policy Research

Abstract

Includes bibliographical references. Title from cover. Also available via the InternetSIGLEAvailable from British Library Document Supply Centre- DSC:3597. 9512(no 3671) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

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In-sample or out-of-sample tests of predictability Which one should we use?

Abstract

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In-sample or out-of-sample tests of predictability Which one should we use?

Abstract

Extracted data

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