Pages that link to "Item:Q261880"

The following pages link to The power of tests of predictive ability in the presence of structural breaks (Q261880):

Displayed 10 items.

• Selection of estimation window in the presence of breaks (Q278494) ‎ (← links)
• Asymptotics for out of sample tests of Granger causality (Q451271) ‎ (← links)
• In-sample tests of predictive ability: a new approach (Q528013) ‎ (← links)
• Understanding models' forecasting performance (Q738003) ‎ (← links)
• Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) ‎ (← links)
• A predictability test for a small number of nested models (Q2451812) ‎ (← links)
• OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) ‎ (← links)
• Change‐point monitoring in linear models (Q3422390) ‎ (← links)
• ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) ‎ (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) ‎ (← links)