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The distribution of the Theil \(U\)-statistic in bivariate normal populations. (English) Zbl 0800.62074


MSC:

62E15 Exact distribution theory in statistics
62P20 Applications of statistics to economics
Full Text: DOI

References:

[1] Armstrong, J. S., Relative accuracy of judgmental, extrapolative methods in forecasts of annual earnings, Journal of Forecasting, 2, 437-447 (1983)
[2] Bose, S. S., On the distribution of the ratio of variances of two samples drawn from a given normal bivariate correlated population, Sankhya, 1, 65 (1935)
[3] Finney, D. J., The distribution of the ratio of estimates of the two variances in a sample from a normal bivariate population, Biometrica, 30, 190-192 (1938) · Zbl 0019.03505
[4] Kendall, M. G.; Stuart, A., The advanced theory of statistics, vol. 1 (1963), Charles Griffin: Charles Griffin London, Distribution theory
[5] McNees, S. K., The role of judgmental macroeconomic forecasting accuracy, International Journal of Forecasting, 6, 287-299 (1990)
[6] Meese, R.; Rogoff, K., Empirical exchange rate models of the seventies: Do they fit out of sample?, Journal of International Economics, 14, 3-24 (1983)
[7] Mizrach, B., Forecast comparison in \(L_2\) (1991), University of Pennsylvania: University of Pennsylvania PA, Working paper
[8] Theil, H., Applied economic forecasting (1966), North-Holland: North-Holland Amsterdam
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