Ekaterina KAZAK (Birmingham Business School,) “Conditional Method Confidence Set”
Finance-Insurance Time: 10.00 am Date: 15th of May 2025 Room 3001 Ekaterina KAZAK (Birmingham Business School,) "Conditional Method Confidence Set" Abstract : This paper proposes a Conditional Method Confidence Set (CMCS) which allows to select the best subset of forecasting methods with equal predictive ability conditional on a specific economic regime. The test resembles the […]