Pages that link to "Item:Q451271"

The following pages link to Asymptotics for out of sample tests of Granger causality (Q451271):

Displaying 27 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Topology and parameters recognition of uncertain complex networks via nonidentical adaptive synchronization (Q345607) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
• Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
• Oil price forecastability and economic uncertainty (Q529755) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
• Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866) (← links)
• Predicting the equity market risk premium: a model selection approach (Q2158352) (← links)
• Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
• Short-run risk, business cycle, and the value premium (Q2246740) (← links)
• Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
• A predictability test for a small number of nested models (Q2451812) (← links)
• Forecasting Japanese inflation with a news-based leading indicator of economic activities (Q2700557) (← links)
• Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
• The predictive performance of the currency futures basis for spot returns (Q5234299) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• Short-horizon return predictability and oil prices (Q5745653) (← links)
• Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
• Predictive ability with cointegrated variables (Q5952956) (← links)
• Comparing forecasting performance in cross-sections (Q6090568) (← links)