Predictive density and conditional confidence interval accuracy tests (Q291849): Difference between revisions

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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
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+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+6591851
@@ Property / zbMATH DE Number: 6591851 / rank @@
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@@ Property / zbMATH Keywords @@
+block bootstrap
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@@ Property / zbMATH Keywords @@
+rolling and recursive estimation scheme
@@ Property / zbMATH Keywords: rolling and recursive estimation scheme / rank @@
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+parameter estimation error
@@ Property / zbMATH Keywords: parameter estimation error / rank @@
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@@ Property / zbMATH Keywords @@
+predictive density
@@ Property / zbMATH Keywords: predictive density / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2005.07.026
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+W2150522001
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@@ Property / cites work @@
+Bounds for inference with nuisance parameters present only under the alternative
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@@ Property / cites work @@
+A Conditional Kolmogorov Test
@@ Property / cites work: A Conditional Kolmogorov Test / rank @@
+Normal rank
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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@@ Property / cites work @@
+the Block-Block Bootstrap: Improved Asymptotic Refinements
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+Q4322338
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@@ Property / cites work @@
+The control of the false discovery rate in multiple testing under dependency.
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+Testing normality: a GMM approach
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Tests of equal forecast accuracy and encompassing for nested models
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+DECIDING BETWEEN <i>I</i>(0) AND <i>I</i>(1) VIA  FLIL-BASED BOUNDS
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+A consistent test for nonlinear out of sample predictive accuracy.
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+A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
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+Bootstrap conditional distribution tests in the presence of dynamic misspecification
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+Comparing dynamic equilibrium models to data: a Bayesian approach
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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+Tests of Conditional Predictive Ability
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+Maximum likelihood and the bootstrap for nonlinear dynamic models
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Bootstrapping GMM estimators for time series
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+The jackknife and the bootstrap for general stationary observations
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+Theoretical comparisons of block bootstrap methods
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+Consistent Testing for Stochastic Dominance under General Sampling Schemes
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+A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
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+The Stationary Bootstrap
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+Subsampling
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+The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Asymptotic Inference about Predictive Ability
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+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:291849