Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2014.06.016
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+W3122549450
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+Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>
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+Tests of equal forecast accuracy and encompassing for nested models
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+Evaluating Direct Multistep Forecasts
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+The power of tests of predictive ability in the presence of structural breaks
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+A consistent test for nonlinear out of sample predictive accuracy.
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
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+Tests of Conditional Predictive Ability
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+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+Asymptotics for out of sample tests of Granger causality
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+The Stationary Bootstrap
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+Pre-test procedures and forecasting in the regression model under restrictions
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+Asymptotic Inference about Predictive Ability
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+A Reality Check for Data Snooping
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