Pages that link to "Item:Q4895056"

The following pages link to Asymptotic Inference about Predictive Ability (Q4895056):

Displaying 50 items.

• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
• On comparing multi-horizon forecasts (Q1929459) (← links)
• A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445) (← links)
• Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• Conditional rotation between forecasting models (Q2106365) (← links)
• Real-time Bayesian learning and bond return predictability (Q2155310) (← links)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
• Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
• Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
• Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
• Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785) (← links)
• A predictability test for a small number of nested models (Q2451812) (← links)
• Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
• Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
• Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
• Mind the gap! -- A monetarist view of the open-economy Phillips curve (Q2661655) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• Multi-criteria classification for pricing European options (Q2691648) (← links)
• Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
• OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED (Q2886977) (← links)
• Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
• To Combine Forecasts or to Combine Information? (Q3063857) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• The use of encompassing tests for forecast combinations (Q3065555) (← links)
• Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
• MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
• Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• ARMA representation of integrated and realized variances (Q4458360) (← links)
• Tail-risk protection trading strategies (Q4555105) (← links)
• ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
• In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
• Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
• Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
• Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
• Factor Model Forecasts of Exchange Rates (Q5080523) (← links)
• Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
• Noise fit, estimation error and a Sharpe information criterion (Q5139211) (← links)
• ROBUST FORECAST COMPARISON (Q5371152) (← links)
• ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• Quantile aggregation and combination for stock return prediction (Q5861021) (← links)
• Panel data nowcasting (Q5867566) (← links)