{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,5]],"date-time":"2026-10-05T20:15:04Z","timestamp":1791231304236,"version":"4.1.0"},"reference-count":40,"publisher":"Wiley","issue":"4","license":[{"start":{"date-parts":[[2020,4,28]],"date-time":"2020-04-28T00:00:00Z","timestamp":1588032000000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"},{"start":{"date-parts":[[2020,4,28]],"date-time":"2020-04-28T00:00:00Z","timestamp":1588032000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/doi.wiley.com\/10.1002\/tdm_license_1.1"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2020,6]]},"abstract":"<jats:title>Summary<\/jats:title>\n                  <jats:p>\n                    We consider fixed\u2010smoothing asymptotics for the Diebold and Mariano (\n                    <jats:italic>Journal of Business and Economic Statistics<\/jats:italic>\n                    , 1995,\n                    <jats:italic>13<\/jats:italic>\n                    (3), 253\u2013263) test of predictive accuracy. We show that this approach delivers predictive accuracy tests that are correctly sized even when only a small number of out\u2010of\u2010sample observations is available. We apply the fixed\u2010smoothing asymptotics to the Diebold and Mariano test to evaluate the predictive accuracy of the Survey of Professional Forecasters (SPF) and of the European Central Bank Survey of Professional Forecasters (ECB SPF) against a simple random walk. Our results show that the predictive abilities of the SPF and of the ECB SPF were partially spurious.\n                  <\/jats:p>","DOI":"10.1002\/jae.2756","type":"journal-article","created":{"date-parts":[[2020,3,19]],"date-time":"2020-03-19T08:07:06Z","timestamp":1584605226000},"page":"391-409","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":40,"title":["Comparing predictive accuracy in small samples using fixed\u2010smoothing asymptotics"],"prefix":"10.1002","volume":"35","author":[{"given":"Laura","family":"Coroneo","sequence":"first","affiliation":[{"name":"Department of Economics and Related Studies University of York  York UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Fabrizio","family":"Iacone","sequence":"additional","affiliation":[{"name":"Department of Economics and Related Studies University of York  York UK"},{"name":"Department of Economics, Management and Quantitative Methods Universit\u00e0 degli Studi di Milano  Milan Italy"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2020,4,28]]},"reference":[{"key":"e_1_2_10_2_1","unstructured":"Bowles C. 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