Search
Now showing items 1-1 of 1
A Power Booster Factor for Out-of-Sample Tests of Predictability
(Pontificia Universidad Católica del Perú, 2022-08-01)
In this paper we introduce a “power booster factor” for out-of-sample tests of predictability. The relevant econometric environment is one in which the econometrician wants to compare the population Mean Squared Prediction ...