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Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

Journal of business & economic statistics, 2015-01, Vol.33 (1), p.1-1 [Peer Reviewed Journal]

2015 American Statistical Association 2015 ;Copyright © 2015 American Statistical Association ;Copyright Taylor & Francis Ltd. 2015 ;ISSN: 0735-0015 ;EISSN: 1537-2707 ;DOI: 10.1080/07350015.2014.983236

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