In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840215
@@ Property / cites work: Q4840215 / rank @@
+Normal rank
@@ Property / cites work @@
+Advertising and Aggregate Consumption: An Analysis of Causality
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+A consistent test for nonlinear out of sample predictive accuracy.
+Normal rank
@@ Property / cites work @@
+Predictive ability with cointegrated variables
@@ Property / cites work: Predictive ability with cointegrated variables / rank @@
+Normal rank
@@ Property / cites work @@
+A class of multivariate chi-square distributions with applications to comparsion with a control
+Normal rank
@@ Property / cites work @@
+Q4231779
@@ Property / cites work: Q4231779 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Comparisons of Polynomial Distributions
@@ Property / cites work: Multiple Comparisons of Polynomial Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Dangers of data mining: The case of calendar effects in stock returns
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/etc-200040785
+Normal rank
@@ Property / OpenAlex ID @@
+W3125152691
@@ Property / OpenAlex ID: W3125152691 / rank @@
+Normal rank