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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+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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+Bayesian model selection and prediction with empirical applications
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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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