Seminar

Choice of sample split in out-of-sample forecast evaluation

Speaker

Peter Reinhard Hansen

Date & Time

4 June 2013

Type

Seminar

Venue

The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE

You can download the papers for this seminar here: paper 1 and paper 2