Predictive ability with cointegrated variables (Q5952956): Difference between revisions

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+Distribution function inequalities for martingales
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+Q2783447
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+Tests of equal forecast accuracy and encompassing for nested models
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+Q2723584
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+Forecasting in Econometrics: editors’ introduction
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+Predictive ability with cointegrated variables
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+A Bayesian approach to dynamic macroeconomics
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+Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
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+On strong invariance principles under dependence assumptions
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+Five alternative methods of estimating long-run equilibrium relationships
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+Pitfalls in testing for long run relationships
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+Bayesian econometrics and forecasting. (With comments)
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+Prediction with a Generalized Cost of Error Function
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+Modelling Nonlinear Relationships between Extended-Memory Variables
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+A maximal inequality and dependent strong laws
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Bayesian model selection and prediction with empirical applications
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+The Stationary Bootstrap
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+Error Bands for Impulse Responses
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+Asymptotic Normality, When Regressors Have a Unit Root
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+Asymptotic Inference about Predictive Ability
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+A Reality Check for Data Snooping
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+Forecasting turning points in countries' output growth rates: A response to Milton Friedman
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+https://doi.org/10.1016/s0304-4076(01)00086-0
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+W2128409250
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+Publication:5952956