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

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