Pages that link to "Item:Q3727219"

The following pages link to Econometric Evaluation of Linear Macro-Economic Models (Q3727219):

Displaying 23 items.

• The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
• Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
• Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
• Optimal prediction pools (Q738000) (← links)
• Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
• Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
• On the role of simulation in the statistical evaluation of econometric models (Q1118318) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
• Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
• Typologies of linear dynamic systems and models (Q1918124) (← links)
• Conditional rotation between forecasting models (Q2106365) (← links)
• Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models (Q2431710) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• (Q2971498) (← links)
• Inferring Trader’s Behavior from Prices (Q3055536) (← links)
• To Combine Forecasts or to Combine Information? (Q3063857) (← links)
• Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates (Q3065520) (← links)
• A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
• Combining Global Antithetic Forecasts (Q4884098) (← links)
• Comparing forecasting performance in cross-sections (Q6090568) (← links)