[position in research by date]
[position in research by subject]
"Evaluating the Predictive Accuracy of
Models," in Z. Griliches and
M. D. Intriligator (eds.), Handbook of Econometrics, Volume III,
North-Holland Publishing Co., 1986, 1979-1995.
pdf file (965KB).
This Handbook of Econometrics chapter is primarily a review
of the method presented in 1980#1
for comparing models, although other comparison methods are
The discussion in Chapter 8, Sections 8.2 and 8.3, in
is taken from this paper.