Pages that link to "Item:Q291849"

The following pages link to Predictive density and conditional confidence interval accuracy tests (Q291849):

Displaying 21 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• Consistent ranking of volatility models (Q292007) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Optimal prediction pools (Q738000) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
• Calibration tests for count data (Q2342870) (← links)
• Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
• Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
• Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
• Combining inflation density forecasts (Q3065506) (← links)
• Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
• Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424) (← links)