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Research project

NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS

Staff

Lead researchers

Professor Jean-Yves Pitarakis

Professor of Economics

Research interests

  • Predictive accuracy testing
  • Predictive regressions
  • Model selection and evaluation
Connect with Jean-Yves

Email: J.Pitarakis@soton.ac.uk

Collaborating research institutes, centres and groups

Research outputs

A novel approach to predictive accuracy testing in nested environments
Jean-Yves Pitarakis, 2023, Econometric Theory
DOI: 10.1017/S0266466623000154
Type: article