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Showing 1 to 1 of 1 for “"MDM test"”.
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Futures-Based Forecasts of U.S. Crop Prices
… squared errors, the modified Diebold-Mariano test, and the encompassing test. The results show that both the difference model and the regime model render better performance than the benchmark in most cases, but without a significant difference between each other. Based on these findings, the …