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A Simple Nonparametric Test of Predictive Performance

✍ Scribed by M. Hashem Pesaran and Allan Timmermann


Book ID
120839121
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
214 KB
Volume
10
Category
Article
ISSN
0735-0015

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πŸ“œ SIMILAR VOLUMES


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## SARRIS and WILKYNINQ (1977) have recently proposed some non-parametric trend tests, which they view as extensions of MOSTELLER'B test of predicted order. The present paper notes some errors in SARRIS and WILKENINQ'B determination of significance levels for them tests, and describes how these e