Equal predictability and encompassing tests for multi-step-ahead system forecasts - with Monte Carlo simulations

Published: 01-07-2020| Version 1 | DOI: 10.17632/38pww6ts7t.1
Contributor:
Håvard Hungnes

Description

Data set and code that replicates the tables in the papers "Encompassing tests for evaluating multi-step-ahead system forecasts invariant to linear transformations" and "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations". See above-mentioned papers and read-me files for more information.

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