Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F.
(1993)
On the limitations of comparing mean squared forecast errors.
Journal of Forecasting, 12 (8).
pp. 617-637.
ISSN 1099-131X
doi: 10.1002/for.3980120802