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"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.

Paper: pdf file

This Handbook of Econometrics chapter is primarily a review of the method presented in 1980#1 for comparing models, although other comparison methods are briefly discussed. The discussion in Chapter 8, Sections 8.2 and 8.3, in 1984#2 is taken from this paper.