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英文文献：New Mse Tests For Evaluating Forecasting Performance: Empirics And Bootstrap-评价预测性能的新Mse检验:经验和Bootstrap
英文文献作者：Robledo, Carlos W.,Zapata, Hector O.,McCracken, Michael
英文文献摘要：
Two asymptotically valid out-of-sample MSE tests have been developed by Diebold-Mariano (1995) and Stock-Watson (1999). The empirical usefulness of the tests is illustrated through a U.S. wheat model estimated with fixed, recursive and rolling forecasting schemes. Bootstrap methods are adopted to reflect small sample size effect on tests.
两种渐近有效的样本外MSE检验已经由Diebold-Mariano(1995)和Stock-Watson(1999)开发。这些检验的经验有用性通过一个用固定、递归和滚动预测方案估计的美国小麦模型得到说明。采用Bootstrap方法来反映小样本对测试的影响。
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