Pages that link to "Item:Q277173"

The following pages link to Approximately normal tests for equal predictive accuracy in nested models (Q277173):

Displaying 39 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• Complete subset regressions (Q134090) (← links)
• Leverage as a predictor for real activity and volatility (Q310975) (← links)
• Forecasting inflation using commodity price aggregates (Q472756) (← links)
• Detecting chaos and predicting in Dow Jones Index (Q721762) (← links)
• Understanding models' forecasting performance (Q738003) (← links)
• Forecasting stock market volatility: a combination approach (Q782059) (← links)
• Bitcoin mining activity and volatility dynamics in the power market (Q823984) (← links)
• Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
• The power of weather (Q1927158) (← links)
• Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866) (← links)
• Transaction activity and bitcoin realized volatility (Q2060362) (← links)
• Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior (Q2112212) (← links)
• A neural network ensemble approach for GDP forecasting (Q2115947) (← links)
• Forecasting stock market volatility: the role of gold and exchange rate (Q2129884) (← links)
• Real-time Bayesian learning and bond return predictability (Q2155310) (← links)
• Predicting the equity market risk premium: a model selection approach (Q2158352) (← links)
• Rare disaster concerns and economic fluctuations (Q2208896) (← links)
• An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index (Q2209625) (← links)
• Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate (Q2292735) (← links)
• Does central bank capital matter for monetary policy? (Q2416180) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
• Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
• A predictability test for a small number of nested models (Q2451812) (← links)
• Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
• Testable implications of affine term structure models (Q2511782) (← links)
• Forecasting US stock market returns: a Japanese candlestick approach (Q2661905) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
• Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← 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)
• ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
• Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
• Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
• Evaluating forecast performance with state dependence (Q6090570) (← links)
• Are bond returns predictable with real-time macro data? (Q6090593) (← links)
• Employee sentiment and stock returns (Q6109934) (← links)
• Behavioral learning equilibria in New Keynesian models (Q6185479) (← links)