Pages that link to "Item:Q291848"

The following pages link to Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848):

Displaying 13 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
• Forecasting inflation using commodity price aggregates (Q472756) (← links)
• Understanding models' forecasting performance (Q738003) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (Q2115975) (← links)
• Does central bank capital matter for monetary policy? (Q2416180) (← links)
• Exchange rate returns and external adjustment: evidence from Switzerland (Q2416193) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
• Evaluating the impact of the labor market conditions index on labor market forecasts (Q2691744) (← links)
• ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
• Evaluating forecast performance with state dependence (Q6090570) (← links)